Are you doing hand applique or machine applique?
Freezer paper is my favorite machine applique technique. I trace the pattern on the dull side of the freezer paper, iron it to the wrong side of fabric, cut the fabric a little less than 1/4" around the freezer paper. At this point a lot of people use a glue stick to turn the raw edge of the applique; I prefer to use my finger and some old-fashioned Elmer's paste that comes in a jar (smells like mint).
You turn the edge only on the parts of an applique that will show. Not familiar with your pattern, but my bet is that the feet would go underneath the dress. In that case, the top of the feet would still be cut beyond the freezer paper, but would not be turned under; the raw edge fabric of the feet will slide under the dress.
What I do at this point is assemble the complete applique, using typing paper as a backing. I would machine applique the feet to the dress, for example, using a very small "bite" into the fabric. Afterwards, I tear the paper backing away and have a complete applique.
I machine applique the entire piece to the backing. After all appliques are finished, I turn over and cut out the backing material inside the applique. Then I dip my finger in water and dampen all the freezer paper edges, to soften the paste. Once the past is soft, I remove the freezer paper from the back.
A couple of caveats. (1) It is a very good idea to stabilize the backing fabric. I heavily starch mine before cutting the background, using a 1:1 solution of Sta-Flo and water, so I don't have to use any other stabilizer. (2) If you are cutting blocks for background, cut them bigger than required, then trim to size after you have finished the applique.
Of course, all this advice is worthless if you are doing a different type of freezer paper technique.