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Tips on Scroll Saw Blades:
A common misconception about choosing which scroll saw blade to use is the "It's this tick so I need this size blade.". While larger blades will cut thicker wood faster, that may not be what is needed. It is perfectly acceptable to use a small blade like a #3 to cut thick wood(3/4" etc.).
You may need the smaller blade because the pattern has intricate cuts. You may want to be able to make tighter turns. In those cases a smaller blade will give the best results. Don't go smaller than what is needed for the pattern.
You will have to use proper technique when cutting thick wood with a smaller blade. You will have to slow your feed rate. Remember to let the blade have time to remove the wood dust from the kerf. If you go too fast you are going to break the blade or have a poor cut.
When using a small blade with thick wood there is a tendency for the blade to warp in the cut. When this happens the edges of your cut will be warped. You will often have trouble pulling the pieces apart because they are wedged together.
While you are cutting you need to pay close attention to the stress you are putting on the blade. Be careful not to put side pressure against the blade. Every few seconds slightly release your grip on the board and let it recenter. Warping is often a sign that you are going too fast for the blade/wood.
There are times when this is a very difficult technique. Very dense wood can make using smaller blades tricky. It's often a trade off of one issue for another when choosing the best blade. There is no chart that can tell you exactly which blade to use for a project. There is no substitute for experience. You get experience by trying new things. You learn failures and successes.