Yep, it's kinda hard at first. The more you do it though, the better and faster you'll get at it. Don't focus on speed though, focus on controlling the tools and the effects of your work.
Some guys round them and taper them prior to gluing them on, but I've found it unnecessary, and since I have shaping to do on the tips regardless, I just blend the overlays in then. It doesn't take long.
Sometimes I use my drum sander to get them started, but quickly switch to a mid-sized doublecut file, progressing down to a 6" knife file, then sandpaper. I shape the tip and blend in the overlays all at the same time.
If you're prone to gouging the glass with a file while fading them in, you can wrap the limb with masking tape to absorb some of the punishment until you're ready to sand. When I first started doing them, I must have been a little rough, because sometime's I'd have to wrap the same limb with tape 2 or 3 times :rolleyes:
When I stack up/glue on the overlay material, they're not shaped at all beforehand, just cut square, but when I stack them up, I offset them exactly the distance I want them revealed. It makes it just a wee bit easier because there's less material to remove, but mostly just keeps things more consistant in the end.