If you're using a round pillar, you'll need to give the applique a bit of a curve. Using your heat gun (on low) or a hair dryer, heat the applique a bit until it gets a bit pliable. It need to be warm enough to bend, but not so warm it starts to melt. Gently press the applique against the pillar. Give it some more heat if necessary. Work slowly, or you'll risk cracking your applique.
Of course, if you're using a square pillar, you won't need to do this.
