I had the exact same question when I built my oven! You won’t need any adhesive. The fire blanket has some structure to it and will mold to your oven exterior. It helps to have a 2nd person to hold in down in places when you are wrapping it with the wire though.
I also seen on one of the videos here was to use tie wire to hold in place. I was thinking of using there idea as my help might still be asleep when I get to that point.