Film cooling technique is commonly adopted in modern gas turbine engines to protect high-temperature components from erosion and damage caused by thermal stress. To improve film cooling effectiveness, many efficient prediction tools have been developed and have shown promising results, which are helpful for turbine aero-thermal design. For film cooling, evidence has shown that it is strongly affected by the momentum and heat transport in the boundary layer when hot gas and coolant are mixed downstream of the ejection. From the view of resolution accuracy in the boundary layer, structured grids will be the primary choice in fluid domain. However, the high-pressure gas turbine blades usually have several hundreds of cooling holes with different configurations and arrangements. Numerical simulations often face a big challenge in multi-block structured-grid generations when a large number of cooling holes are involved on curved hole-to-mainstream interfaces. Conventional block-splitting and mesh-generation for all holes are quite time-consuming and cumbersome, because the copying, translating and rotating manipulations cannot be applied on curved hole-to-mainstream interfaces directly. To solve these difficulties, this paper presents a novel mesh-generation strategy, which is a background-grid based mapping (BGBM) method, to generate multi-block structured grids for film-cooled blade efficiently without modifying the existing meshing tools and solvers, which is convenient for CFD users. It consists of three main steps: At first, the correspondence between physical space and computational space is established by two sets of background grids. Then, the sectional curves of geometry features in physical space are projected to the computational space. With these treatments, the curved hole-to-mainstream interfaces are flattened in computational space, where grids can be quickly generated with block copying, translating, rotating and merging manipulations. Thereafter, meshes in computational space are mapped back to the physical space based on the correspondence between physical and computational spaces, and high-quality structured-meshes can be obtained for numerical simulations. To demonstrate the presented meshing strategy, several typical cases with film cooling are selected for testing, including single cooling hole on curved surface, multiple rows of cooling holes on curved surface and NASA C3X vane with multiple hole arrays. In these cases, different holes, including the cylindrical holes and shaped holes with different ejection angles and arrangements, on curved interfaces are taken into consideration. The quality of generated structured grids for each test case is illustrated, which is able to meet the requirement of CFD solver. With the generated meshes, conjugate heat transfer performance in the turbine vane with different cooling arrangements is investigated and also validated with the existing experimental data.