if you want to do 'needle-turn' applique i use a wooden toothpick, put it in your mouth, it needs to be wet...and use this to roll your edges under to stitch...nice itty bitty stitches and perfect results :) "that patchwork place" has a good tutorial, and i believe there are a couple on here, also check utube for tutorials that help.
good luck, it only takes a little practice