I don't think I ever would have found it on my own... Arte Nostra in Via S. Agnese no. 8, Assisi. It's quite a big shop with lots of finished embroideries in the window and all over the shop displayed very attractively. Vima deMarchi Micheli took us there on the day we visited Assisi, Italy on her Italia Mia tour last year.
There were Assisi Embroideries and Catherine de'Medici Embroideries and other works of classic embroidery techniques for sale. Lots of lovely table runners, towels, cushions, tablecloths and dozens of other beautiful things.
Monica Manichini the owner showed us how to execute the main stitch in Catherine de'Medici Embroidery, the Double Running Stitch, done in such a way as to make the line of stitching look like a twisted thread sitting on top of the fabric.
While there, in addition to a small placemat in Catherine de'Medici Embroidery, I also bought the two books I talked about on Assisi Embroidery and Catherine de'Medici Embroidery in this post by the Accademia Punto Assisi. I don't know how else you can get these books other than contacting the store or the Accademia, I'm not sure if they are commercially sold anywhere else.
Unfortunately I must have been having a shaky day, as most of the pictures I took were very blurry...
These are some beautiful works of Catherine de'Medici Embroidery, I really liked the peacocks in the bottom left.
If you're in Assisi, don't pass up visiting this shop - it is a true delight.