See if this video helps. It has curves, inside and outside turns.
https://www.youtube.com/watch?v=HDswx_Pd5rE
What shapes are you stitching for the appliques? I go slow around corners/curves.
You might be stitching down too far before making the "turn". Similar to sewing on binding and stopping just before the "turn". You have to allow for the width of applique stitch. Keep the needle placement going into the fabric at a consistent distance.
Example, if the straight down part of blanket stitch is 1/4 inch from fabric edge, you want to eye up the needle placement when you make the "turn". Keep the needle at the 1/4" mark. Find a reference point on the machine foot and keep the outside edge of the applique piece at that point.
You can also mark that line along the applique piece so you have a reference for the stopping point. Just a "dot" with a marking pen.
Practice on some sandwich pieces and you will get the feel. I keep my stitch settings right on the machine so it's easy to use next time. Good luck!