The advice above to make the shape smaller than the projected image (a little smaller or a lot smaller depending on the situation) is good.
It is a common printing problem and will take some skill and practice to get just right when doing this by hand. Of course the difficulty depends on how much burning you need to do in the sky and foreground, and the subject matter.
Also consider some amount of "graduated" burning when doing skies (ie progressively darker toward the top). This is naturally how most skies are, since saturation is usually lower at the horizon. Depending on the picture, this can also help make things less obvious.
When making burning/dodging cards and tools it can often be helpful to use cardboard that is black on one side and a light colour on the other side. The black side faces down, and with a white or light colour facing up it can be easier to see what you're doing during the exposure.