Last weekend I finished the Fetching fingerless mittens. Here's a picture of them before blocking:
To block them I just spritzed them with water, pinned the picot points to my ironing board and left them to dry overnight. The picot edge is MUCH flatter after blocking, and after one day of wear the left one stretched a bit so they now look like they're the same size. I'm very pleased with them, they match my Odessa hat beautifully.