I'm doing this with #30 Mercerized cotton and a #8 hook, so I don't think embroidery floss would make much difference. Actually, I don't think I would like crocheting with floss. I have thought about DENTAL floss, though. I think the shine in that would be fun and complementary to the shine.
I made another one, though. This one is much tighter up and down but I think the X in the middle could have been tighter. Meh, it's all more just for learning than anything else.