Sometimes when I applique I do it in two passes. On the first one I lengthen my stitch so that the zig-zag is further apart and looks skimpy; this gets the piece in place. Then I go over the first stitching with the "real" applique stitch which fills in all the gaps. For some reason that helps. Many people say to slow down, but I have sometimes found that speeding up actually works better if you have a good grip on your fabric and can rotate the fabric in a smooth motion. When I first learned to applique I would practice on scraps with a faster speed just to get used to the feel of turning the curves. Good luck, I love your pattern.