Sew in the velcro before stitching up the back. Position it directly over the battery, and make sure the velcro length is approximately 2x the battery diameter.
Sew the loop side directly under the skin, loops facing away from the skin into the rat. Sew one edge of the hook side to the other piece of skin, hooks facing away from the rat up into the air. This will prevent the hooks from grabbing onto the cotton of the voodoo doll.
Pull the loops over and place them atop the hooks. This should but the fur edges against each other, closing the gap in the back.
Now stitch the rest of the back slit shut above and below the velcro insert.