I just use the lightest fusible web I can find, and I iron it onto the back of the fabric piece, and then only press it around the outside of the shape to hold it to the background. I have also used the used dryer sheets and sewn around the edge and turned the whole thing. That works well, too, but there's no fusing at all that way.

I should try Heatn Bond lite. Some people, for a larger applique, cut the center out of the fusible so there is just a "strip" around the edges.