Yes, if you use foundation with Sharon's technique you do have a little more bulk because the foundations stay in the finished project.
I'm not sure, but I think that most of Ricky's appliqués are fused with Steam A Seam II and do not have turned edges.
Alex turns the edges under with starch and a hot iron, but she removes the freezer paper foundations before stitching them in place.
If you are just wanting to hold your pieces in place while you do a regular needle-turn technique, just use dots of glue (I use liquid Elmer's Washable Glue) to hold the appliqué in place while you stitch. That will come out in the wash and you will never know it had been used. Sue uses this technique, but she recommends using Roxanne's Glue-Baste It.
Here's a great little video showing how to do that:
http://www.youtube.com/watch?v=UhemqBqGPqo&feature=related
BTW...if you are not familiar with Becky Goldsmith and Linda Jenkins you might want to check out their DVD. Here's a trailer for it:
http://www.youtube.com/watch?v=xSpddDHQP-Y&feature=related
Watch Becky on Episode 611 [url]watch/watch-shows/video/show-611-applique-the-piece-o-cake-way[/url]
Or watch Pat Holly show her FUSED machine appliqué technique on show 608. [url]watch/watch-shows/video/show-608-mastering-machine-appliqu[/url]
or her sister, Sue Nickels on episode 402 [url]watch/watch-shows/video/show-402-quilting-to-perfection[/url]
TQS is full of appliqué information!