A method of making a dental appliance of the type having a plastic body portion and auxiliary members which extend from the body portion. The method utilizes a dental model formed from an impression taken from the mouth of a patient and includes a step of positioning the auxiliary member on said model so that a portion of the auxiliary member is spaced from a surface of the model. A heated blank of thermoplastic material is then applied to the model and shaped to conform to the shape of the model. Because a selected portion of the auxiliary member is spaced from the model surface, the heated thermoplastic material flows around the selected portion during the shaping process. The selected portion of the auxiliary member is thereby substantially encapsulated in the thermoplastic material and, when the thermoplastic material is allowed to cool, the auxiliary member is securely anchored within the plastic material.