I make a lot of wool quilts- some pieced, some appliqued, some both- I generally press my seams open since they are a bit thicker than when using cottons. I also use a slightly bigger seam allowance (maybe 3/8" instead of 1/4") when appliqueing I know some people do use a fusible. I never do- I either use a pin, just hold with my fingers or maybe use just a dab of glue in the center of a piece *most of the time I use pins-then hold with my fingers. I tried fusible once years ago- had a lot of problems with it- it was difficult to get it to hold through the thickness of the wool and it was difficult to hand stitch through- so once was all it took for me- but like I said- many people do use it. I love working with wools- there are many good sites to visit with patterns, inspiration, help, tips, and resources- a couple to check out- Sue Spargo (if you like modern designs) or Halbrook designs, primitive gatherings & Lisa Bongean if you like more rustic designs. there are many more-

What type of wool you are using makes a difference, too.

Some wool is very loosely woven, some tightly woven. Some is almost as 'lightweight' as quilting cotton. Some is almost 1/4 inch thick.

Has it been shrunk? Has it been felted?