I would use a small flat paintbrush and good old Elmer's. Brush toward the edge gently so you don't cause fraying. The glue can even act as a stabilizer for the zig zagging. It does wash out completely in one wash. After gluing, allow to dry, then do a straight stitch all the way around, then zig zag. Straight stitching gives a nice but slightly puffed look to the zig zag.