check out this topic. it was being discussed last week. All I can say is don't get your finger in to it!!!!!
http://www.scrollsawvillage.com/topic/15586-band-saw-blade-in-scroll-saw/
I have stack cut 1/4" hardwoods up to 1" many times. When I made ornimants I made them with 1/4" hardwoods or Eastern Cedar. I normaly glue the blanks or pin them in the waste areas. Never had much luck with tape.