Watson, I teach the DP in our guild's beginning classes (luck of the draw) so have learned how to do them--even while demonstrating (pressure!). Here's my best advice:
1. make sure that you cut the 2 pieces so that the corners are on the straight of grain.
2. the curves have to be cut so they are on the bias
3. don't use a bunch of pins! Seriously--one at each end (maybe 2 on the end if the non-curved part of end is wider)and one in the middle where you've finger pressed both pieces so that they match on the crease. There is a very good reason not to use more pins--when you stick in a lot of pins, you are unable to pull the fabric so that it lays down and you are able to sew without getting tucks.
4. it usually is best if you put the "crust" on the top as you stitch--"pie" on the bottom.
5. put the needle down in one end and take a couple of stitches, now you need to pull the top fabric so that it lines up with the bottom curve and slowly stitch to the middle pin. Stop with needle down and repeat the process and stitch to the end.
Once you get the process down you'll be able to do all sorts of curved blocks!