Eleanor Burns method uses a fusible interfacing on one side. You sandwich the fabric and fusible together. Right side of fabric to fusible side of interfacing. Sew around the shape , trim to a scant 1/4 inch around the stitched line. Make a small clip in the interfacing in the center, enough to turn the applique to its right side. The fusible interfacing will now have the the fusible in the same direction as the wrond side of the fabric. Use a bodkin or other point turner( through the clipped portion) to shape the applique into its final shape. Then fuse the applique into its final postion on the block. This method turns the raw edges under , using the interfacing as a "lining" .. the fusible side will hold it in postion while you stitch around the applique.
I prefer this method as there is no raw edge, and if done properly can closely resemble needle turn... or as close as I have seen without actually doing needle turn. Use a fine thread and a small "bite" blanket stitch to do the actual stitching of the applique on the block.
One note .... its very tempting to try to iron the applique before postioning on the quilt ( finger pressing is very useful at this point) ... make sure if you do this you have a teflon sheet or other non- stick pressing surface.
Some trim out the block fabric and interfacing once sewn, to the seam allownce that was turned under...This really gives even more of a needle turn effect.

THANK YOU so much everyone!

None of those are likely to work with her method. You need to get light weight interfacing that is fusible on one side only.

Just remember, if hand quilting, the interfacing can add enough bulk to make it challenging to make tiny stitches. The lighter interfacing the better if you plan to hand quilt through the appliqued pieces.

as a side note regarding the fusible interfacing.....also make sure it is non-woven......so remember, non-woven fusible lightweight interfacing..it is a mouthful, but the non-woven part makes a bit of difference....no stretch when you turn it right side out again........holds the shape.......and it is very inexpensive... a good thing to use those coupons from JoAnn's for....

I use this method and use Wonder Under.

I wouldn't use any of those. You need fusible interfacing like the kind that is used in sewing garments. It works like a charm. Just make sure when you go to cut the hole for turning, that you only cut the interfacing and not the fabric. This method makes beautiful applique pieces.

Steam-A-Seam 2 has adhesive on both sides. It is made for fusible applique, but not the stitch and turn variety. Be sure your Heat n Bond is the SEWABLE variety. Some of their products for crafts are not sewing machine friendly. They gum up your needle and cause stitching problems. (Ask me how I know. lol) The ones made to be sewn are fine.

this sounds like a place where the Easy Knit fusible would work great. light weight, flexible for turning and won't add bulk to your quilt.

I appreciate all of these replies! Will be 40 miles away at my nearest Joann's on Thursday. :-)