Illusions come in sensory categories -
Audio, visual, and smell are the easiest and most common. Getting them to work together is a monumental task, but not impossible for the skilled and dedicated.
Touch as an illusion is more complicated than others because to make it work the caster really does need to understand how a subject feels a thing. It is very subjective where the other senses are objective.
That said, physical illusions are possible, and can be used to give the sensation of a feather's touch or a falling stone (after all, many 'force' magics do just that when they are used combatively. Shields are much the same).
Unfortunately, as Murikeer found out, all of the senses cannot be fashioned into a whole. [In setting terms this would completely obviate the curse if full sensory illusions were possible].