I threaded a yarn through each point (one continuous yarn) starting at one corner, down to the point, and up to the opposite corner. I left a bit of yarn hanging out each end to sevure later in the process.
Then, I pinned the upper edge really well (right through my bed covers!) After that, I pinned the middle (bottom) point so that the middle spine was straight.
Finally, I secured the corners where I left the yarn hanging out and pulled/pinned the side yarn (strung through the points) a few times until it looked good. I think you can see from the closeup blocking photo that I didn't have to pin many times on the sides.
One more tip for blocking that I stumbled upon: I have an old towel that has a stripe texture. I love it for blocking, because I just line up the edges on the stripes and they turn out perfectly straight and even without a single measurement!!