OK, so I'm trying to parse out your original post:
Do you want this bias strip to be rounder, as more half circle, than half oval shape? Is that what you're trying to get at?
I'm thinking I would definitely sew on the bias strip (either by hand or machine) before the border gets sewn on to the quilt center. But you'd really have to have your measurements worked out so it all fit together nicely.
Do you know what they are? What's the width of the finished border, and how much of a "swag" do you want - iow, how deep do you want the scallop to be? Or, conversely, how far from the edge of the quilt do you want it? That would determine how many scallops you have to fit in per border.
Can't help without that info - if that's what you were looking for.