You pretty much need to build a base underneath the stitching, otherwise it will just sink in as you have seen. If it is a fill area, you can try reducing the top stitching density and increasing the underlay. If it is text, sometimes it works to use a double zig zag instead of the normal zig zag or center line to give it a base to sit on top of... may just have to trial and error it to get it right.