Curved pieces are tricky with any cardstock model. I had a few moments with the Maiden that had me scratching my head. It ended up just fine but not quite as simple as the pictures in the instructions would have you believe.

Sorry, just noticed this thread. Curved walls are a pain in the butt and the results can vary dramatically. EVERTHING depends on your ability to precisely cut, fold and shape your wall section as accurately as possible. Allot also rides on how precisely you cut and mounted your wall base. A bad fold or glue here or there and you'll end up 1mm out of whack. The grey border is there because of these tolerance issues. I found that in some cases once the wall section was completed some muscling was required to make it flush on all sides.

In the end the more curved wall sections you create the easier it gets once you refine your technique.