If I am using fusable web I tend to put them on all at once and use the blanket stitch. If I am doing applique where the edge is folded under and stitched down with a tiny whip stitch they go on one at a time.
If you are doing the blanket stitch around an outside curve like around the edge of a circle you need to slant the stitches going onto the applique piece slightly toward each other. They will look slightly closer together like you are starting to make small triangles (without making the point). Keep the outside spacing the same. On inside curves make them like you are starting a V with the outside stitches just a bit longer.
I hope it helps you