On episode 902-3 I used the highly rated Brother Model 40-e, with a wide variety of utility and decorative stitches. The dress features stitch #21 but on the show you'll see a sample of stitch #23. Both stitches are light and lacy, perfect for the soft cotton sateen baby dress.
Don't be afraid to experiment but if you're looking for some tried and true stitches you may want to try something that looks like one of the stitches seen below. I've used both of these selections many times with this particular cording foot. The one on the left is called a satin element stitch, the one on the right is a feather stitch. I increased the stitch width on both of these to match the 7mm opening on the cording foot.
Many other Brother machines can use a special Bobbin Work Kit designed for embellishment on the sewing side of the machine. An ordinary straight stitch is the basis for both machine embroidered bobbin work and sewing style bobbin work making this a fun, easy, and artistic embellishment for all sorts of sewing projects.