I use an old decorative pillow on my lap when I applique or do any handstitching. Use a straight pin to fasten your work to it and it acts as a third hand. (Our ancestor stitchers used a "bird" clamp as a third hand. Some even used a woolen-covered brick.) Pin about 6" or so from where you are stitching. I like the feel of resistance when pulling up my thread and find the project will lay flatter when teasing the edge under. It allows a place to rest your hands and wrists while working. It brings your work closer to your eyes. It acts as a large pin cushion to hold pins, needles, and subsequent small pieces. Sometimes I load 2-3 needles. -- My family knows this is a working pillow and it is mine alone.
One other thing: It is important when pressing applique is to ALWAYS press from the back side. No scrubbing, just the up and down motion. Press into a towel. Pressing from the right side flattens your work too much.
So what have you learned? Please share.