mma, I do the same as macy. A tight zigzag stitch with the correct foot (she posted a photo of the foot a while ago) and then practice practice practice to get those tight curves correct. Its not a set it and forget it like a lot of the embroidery patterns, you have to still guide the stitch around the pieces.
I was awfully silly and didn't use stablizer with my block #1 and it is coming back to bite me. Just ordered some stabilizer and may end up redoing the block when it comes in. All the satin stitching is done but I'm having a puckering issue and the pieces aren't lined up quite where I would like them to be.
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