You have to you use the EP curve tool, and draw each line individually to make each panel. Once you have the panels drawn and you used snap to curve option you should not get that error message when you try and make the panel.
It can be a bit fussy sometimes...
I am enough of an artist to draw freely upon my imagination, knowledge is limited, imagination encircles the world. (Albert Einstein)
https://www.artstation.com/kurtb