Here are several great resources for 3D Foam (Puff) Digitizing:
Melco's Presentation on Facebook - 3D Embroidery on Hats
Our online article Digitizing for 3D Embroidery
For thicker 3D Foam, such as 6mm foam, we recommend using the KK style of needles. They have a shorter shank and a longer blade and allow for thicker fabrics. Measuring the blade height when the needle is in the bottom center position there is just over 5mm of height for fabric (or foam). When using 6mm foam the shank is actually in the foam which traps the thread from being pulled up.
Also, review the information in the attached PDF File below (General Digitizing Steps and Tips for Puff Embroidery), then use the Sample Designs (below) on stable garments such as caps or bags.