You could draw you turn under line with a pencil and needle turn. If you'd rather have the crease, then basting should be fine.
Another alternative is to use some kind of stabilizer under the appliqué and glue the seam allowance down - Sharon Schamber does this. She uses a stabilizer that dissolves in water, and Elmer's School Glue. The only downside would be if your wedding dress material can't take water.
Janet