For $k=\infty$ this is well-known: See 44.1 of here, or 13.14 of here, or here since the base of the principal fiber bundle is a smooth infinite dimensional manifold which is modeled on nuclear Frechet spaces, thus it is smoothly paracompact (there exist smooth partitions of unity). The modelling spaces are spaces of smooth sections of the normal bundle of $f(\Sigma)$ for a fixed embedding $f$.

If $k$ is finite, one has to adapt the proof: Use only smooth $C^\infty$ embeddings as bases for the trivializing charts, then the construction of the normal bundle does not loose differentiability, so one can still consider the space of $C^k$ sections of the normal bundle. Attention: the action of the group of $C^k$-diffeomorphisms (which is only a topological group: $k\ge 1$) is only continuous. The quotient is still a smooth manifold modelled on Banach spaces: Reading carefully through the proof one notices, that one can find explicit chart changes involving only smooth embeddings and smooth diffeomorphisms which act from the right, thus smoothly even on $C^k$ embeddings. Also smooth local fiber respecting diffeomorphisms act smoothly on on spaces of $C^k$-sections.

But the modelling Banach spaces of $C^k$-sections do not admit smooth partitions of unity. So the quotient space is only paracompact (since the base is second countable). See section 16 of here for this.