Now the tricky bit - stitching your applique shape to the background.
Firstly I tuck under a bit of the seam allowance in a straight line so that it is only next to the edge of the freezer paper at one point - a bit like a line at a tangent to the circumference of a circle if you can remember your geometry from school.
I then slip the needle behind it, effectively into the middle of that needleturn fabric (not behind the backing fabric) so that it then comes through the applique fabric to the front at that specific point. This leaves the knot inside the appliqued shape - nice and neat - I then make a securing stitch through all layers.
Then putting pressure near to that spot with the thumb nail of my left hand (I'm right handed so it's my non-sewing hand) and thus keeping the already needle turned fabric in place, I proceed to turn under the next couple of millimetres and stitch that down by bringing my needle up through the edge of the applique fabric and back down to the back again in the same spot so the stitches don't show all nice and invisible especially as I use a thread to match the applique material.
I proceed in this fashion shuffling along the whole way round the shape 'til I meet up with myself at the beginning again. Often I will go just past my start point as reinforcement and then secure neatly on the back.
Reading that back through I don't think that's totally as clear as mud but you must ask if you're not sure of something.