On these ones, I used worsted weight yarn and a craft needle. But this is the larger grid plastic canvas, size 7 I believe. There are sheets with smaller squares that I have used embroidery floss on before, and it worked well. For this size canvas, the floss wouldn’t be thick enough.
Also, generally on plastic canvas you only do a half stitch (come up in one corner, go down in the opposite, and don’t cross back over). I chose to do a full cross stitch, because I like how it looks more. It does make a much bulkier project, but it looks fuller and feels sturdier to me.