I agree with Hinterland. I know it doesn't look like it, but there is still plenty of fabric in those curves for you to sew! Those parts of the applique will feel the least stress when the whole piece is sewn down - your stitching in the inner curves does not have to do anything but keep that little bit of edge tacked down.
I can't add much about the fray check or fabric glue as I have never used either, but I do pin pin pin when I have a tricky curve to sew!
Alison