I try to take a tiny step into the dip part of the turn then use a hat pin to tuck the turned fabric under. Then I take a tiny nip at the background and snug it up and over. The one thing that my Gma kept telling me is that it is not like that point (dip) has a lot of strain. Also if doing a blanket stitch finish you can add extra support with putting a stitch right in the dip.
If not finishing with a decorative "over stitch" I try to make it a two part stitch. One part the needle out of the patch. The other into the background. I do not make the out and in within one stitch. You can angle the needle back under the turned area.