fray check is often used by needle pointer's and cross stitchers to keep the edges of their (canvas) from fraying- it drys hard- leaves a stiff edge- if you plan to use it with an applique i would definitly wait until after stitching-since it would be very difficult to stitch through. just remember you would then have a hard edge around your applique. what kind of applique are you doing? raw edge applique (generally) is done with a fusable on the back- which (help) keep the fraying from happening- turn under applique cutting a wider turn under edge will help keep fraying from happening. what (applique stitch) are you using? a blanket stitch? a small zigzag? a satin stitch? you may want to increase the width of the stitch & lessen the length- so the stitch takes a larger bite of the applique- but the stitch is closer together. if using fray check- definitly after the stitching is done...pictures would help with advice on how to (overcome) the problem in the future.