I chaired a committee making a Dresden for a Library fund raiser. I did my blocks with hand applique. Some people sewed theirs face down onto muslin, then clipped and turned them right side up to sew down with fancy machine stitches onto the background, so they had finished applique. Some used iron on interfacing around the edges, then sewed the blocks down with tiny machine applique stitches. We all agreed that in the end, the method was not that important, so long as the plates were flat on the background.
DO WHAT YOU ARE COMFORTABLE WITH. It will turn out just fine.