For windowpane-ing the fusible is going to be a bit fussy. I think I would just go with a featherweight fusible and press before you cut. You could also use a featherweight interfacing (fusible on only one side). Cut your orange peels, then sew them to the interfacing using an 1/8" seam. Right side of fabric to fusible (bumpy) side of interfacing. cut the interfacing to match the edge of the orange peel, and cut a slit. Turn. Now you have a prepared turned edge applique. If you want to window the interfacing a bit you can. Press in place. With any technique you use, you shouldn't need more stabilizer with a blanket stitch, but might need to ease up on the tension a bit. You can then window the background fabric if you'd like. You would need stabilizer if you satin stitched the applique in place.