I would paper piece it as a strip and then apply the strip to my border rather than applique it. Helpful hint: If you PP it either starch the bejeepers out of your fabric, sew a stay stitch on either side of it or trim it to size after you remove the papers. I made a border like that on this quilt and it stretched out of shape horribly on me because I cut it to size before removing the papers. I didn't do any of these things and ended up having to remove and reattach as it had stretched so badly out of shape.
"Bali Cats" pieced and quilted by feline fanatic
Another thought is you could do inward pointing prairie points and stitch them down.