It is Dr. Dubois once more, mes amis.  I have made an error which I wish to correct. I did not wish to leave you with the impression that fillets are always to be composed only of glue. This is most common with the smaller models, but for the larger, faster rockets, we may wish to increase the strength of the joint between fin and rocket body tube.
There are a number of materials which are able to suffice for this purpose, but I will share with you my favorite. At the hobby store you may readily find hardwood dowels of very small cross-sectional diameter. For most models, a diameter of approximately one sixteenth of an inch, or about one and a half millimeters, will do nicely.
Cut two dowels for each fin, and make them only slightly shorter than the root edges of the fins. You may use wire cutters or even scissors to make the cuts. Cut them at angles so that the side of the dowel resting against the body tube is the longest.  You may wish to use a little sandpaper to make the angled cuts smooth.
When you apply the first glue fillet, lay the dowel into the glue. Adjust its position and rotation. Hold it in place while you smooth the fillet with your finger. Alternatively, use a small amount of glue to secure the dowel before applying the fillet. This is accomplished most effectively with the cyanoacrylate gel.
When all fillets have been completed, the dowels should be barely visible. Further shaping of the ends of the dowels may be achieved during the application of the sealer and subsequent sanding.