It may be the fusible you're using or maybe you're stretching the fabric edges when you remove the backing? I use a pin or my seam ripper to score the backing from the middle of the piece and tear from the middle out--less stress on the edges. And when you're fusing them down, pay special attention to the edges. Those would be my suggestions. Raw edge applique tends to have a few threads sticking out anyway--not alot but some.