Some scroll saws, like the Hegner, have removable center inserts, while others, like the DeWalt, have an opening for the blade that is cut directly into the saw table. Having used both types of saws, I prefer removable inserts. Here's why:
1. If you accidentally cut into the table itself, there's not much you can do to correct the problem. If you cut into an insert, you can replace it easily.
2. If you need more support for your workpiece than a regular insert (left) provides, or if you are cutting tiny pieces that will fall through the opening, you can replace the regular insert with a zero clearance insert. The one for the Hegner comes uncut (center), and you cut into it with the blade of your choice (right).
If your saw has no insert and you must reduce the room around the blade, you can make do with a playing card taped to the table--less elegant, but better than nothing.