GIMP :: Curved Edges When Creating Puzzle From Image

I am trying to create a puzzle from an image but I am having some trouble with the edges of each puzzle piece. Basically in short what I am doing is this.

1) I load my image in gimp (image layer).
2) Create new white layer (puzzle layer).
3) Use Filters -> Render -> Pattern -> Jigsaw...
4) From the Jigsaw windows I select; Bevel width; 0, Highlight; 0, Jigsaw style; curved.
5) I then select the white area from the puzzle later, copy this area from the image layer, and paste this on a new layer (piece layer).
6) I duplicate the piece layer (duplicate layer).
7) Paint the piece in white in duplicate layer.
8) In duplicate later I select Filters -> Blur -> Gaussian Blur
9) In piece layer I select Filters -> Map -> Bump Map
10) I select the duplicate layer as layer.

My problem is that the edges look really bad. Is there any way how I can make them look better? That is, not so much crippled?My aim is to have each puzzle piece in a different layer since I have to save them in different files. I checked several tutorials on how to create puzzles but all give me similar results.