I didn't have freezer paper laying around so I used regular paper on the back side of the fabric. I wrap the seam allowance around the back of the paper and iron it using plenty of starch then remove the paper right before sewing the applique down. I use a matching thread and a small straight stitch right next to the edge of the applique and get what looks to me like good results. My method is a little more time consuming than the freezer paper but I could do it with the materials I have on hand.
I enjoy applique but I can see how it isn't for everyone.
Rodney