Try and get the aircraft below the GS before you click on the APP button. Sometimes I will click on ALT HOLD, then click on APP, but that's only if I'm aligned with the ILS, and below the GS.

I always set the altitude to a lower altitude than the lowest altitude displayed on the LEGS page of the CDU, that is aligned with the ILS. That way, I rarely miss capturing the GS, which has happened sometimes if I have set the altitude to the last altitude constraint seen on the LEGS page of the CDU.