I love beckypb's answer - we are all here to help one another. The embroidery definitely needs to happen first. The good news on this pattern is the extra size is often part of the pattern. When you get to the quilting stage you will just pick a pattern that will not go over the embroidery.
I agree with both nolaquilter and Imaquilter22 and one more thing to consider is how much embroidery is in each block (whether it's our BOM or another project you may do in the future with embroidery). Just like applique, hand embroidery will sometimes "shrink" your block just a little bit so you want to take that into consideration when you cut your block before your block before you start working on it. I always add just a bit to the size I cut my blocks if there is appliques and/or embroidery on the block so it will finish up the correct size when you are ready to "square up" your blocks and sew them together to make your quilt top. We all are happy to share and help each other so ask all of the questions you want. I'm sure everyone here in the group had the same questions when we started quilting - I know I did
Hi PaulineAnn, I would do your embroidery first just through the quilt top. Then when your quilt top is finished and you are ready to make your quilt sandwich none of your embroidery stitches will show on the back of the quilt only your quilt stitches. Hope this helps. Have fun, this is an adorable quilt.