I chose to make my Massachusetts blocks with Marti Michell templates (A3 for the diagonal square and A6 for the corner units of HSTS). This made it very easy to pick the way I want to press my seams and to align the triangles to the squares.
I sewed HSTs to opposite sides of each diagonal square and pressed the seam allowance towards the square.
Then I sewed HSTs to the remaining corners, pressing towards the corner.
I set the seam, then open the corner with my hand and lightly finger press it, holding it open when I put the iron on the seam.
Press in the direction of the grain of the fabric to keep from distorting it.
Put your units face down and rotate them so at the points you have a seam going up and a seam going down, that will nest together. You can see that all of the units have the first seams that were pressed towards the center in the top right and the bottom left.
Use a positioning pin to align your points, your seams should be nesting nicely (you can feel this with your fingers), pin on both sides of the pin, and on the ends of the seam to keep your edges together. I use the last pin when I get close to the end of the seam to keep the block straight.
Press towards either side, but do it the same way on both halves, and then sew the halves together.
On the last seam, I pressed the seam allowance open.