"Depending on the design" is the key statement.
Most free standing lace designs are too stitch dense to stitch directly onto fabric.
A tee shirt type knit would be especially vulnerable to a bad stitch out. It doesn't have the structure needed to hold up the embroidery.
That's why the free standing lace is stitched first onto water soluble stabilizer and then stitched onto the garment.
You can try it, but I'd suggest going to the 2nd hand store and getting a 'disposable' shirt of a similar or same fabric to experiment on.
IF you do decide to stitch directly onto the tee shirt, use a no show Mesh stabilizer.
Or look for a lace design that is meant to be stitched onto fabric, not a free standing lace.