You do it after. You can decide if you want to do some echo quilting around the applique and then cross-hatch to the echo line or go straight to the applique.
I am doing diagonal lines on one of my projects right now and can advise that you need to use a long enough ruler to make sure your lines are consistent. My project is large and I did the top half first. Didn't realize that my angle had shifted (using rulers for the first time). Then when I did the bottom half, I stayed true to the angle. YEP - it was easy to tell that things didn't connect. So I needed to do some ripping.