Do you whip stitch it while the fabric is ON the foam understructure? Are you using seam allowances?
The best results I've seen are done this way:
1. make foam puppet, with mouthplate installed.
2. cut fleece with no seam allowances.
3. pin fleece (WRONG SIDE OUT!) onto foam puppet, paying particular attention to the centerline. Make sure fleece lies flat and that you pin at mouth with about 1/2 inch overhang at mouthplate (which will be glued later). Again, make sure everything is wrong side out and more or less lying flat.
4. whipstich all the darts first, make sure they line up and that everything still lies flat.
5. whipstitch the center seam all the way around. I usually leave the last 2-3 inches open at the back of the neck so I can turn it easier, then finish it with the ladder/Henson stitch once it's turned.
6. once everything's sewn, unpin it and turn everything right side out.
7. Put fleece back on foam right side out and re-pin the entire thing. If there is any extra fabric, try to make it pull to the back of the head that is still open. You shouldn;t have to, but you can easily cut any excess fabric from here if you have to before you sew it shut using the Henson stitch.
8. Once it looks good, glue at the mouth and sew up the back.
9. You may have to pick a few seams, but this seems to be the best way of going about it.