Another stitch that you will use fairly often for embellishment is the French knot. This works well for sesame seeds and sprinkles on cookies.
All you have to do is come up through your thread and then before you push the needle back through, wrap the thread around the needle a few times. The more times you wrap, the bigger the knot. I'm partial to 5 wraps. The toughest part (and why practicing a couple is probably worth it) is doing it all close-enough to the felt that the knot doesn't engage too high up.
Here is a you-tube video that is certainly worth more than my words. Please note that she only wraps a couple of times, but I think she is using thicker thread:
Let me know if you have questions.