Normally I use a box stitch, but with an oval or circle it's best just to go one stitch at the "top" down to one stitch at the "bottom". Don't tie it off. Go all the way "acrosss", then do the other two sides. Anchor one point and tighten that side. Then do the other set of sides. Only tie off the final sides when you are happy with the front.
You're quite welcome. This method is a lot easier than you'd think, and isn't damaging to the art.