I am very big fan of Finishing As You Go.
I am also a very big fan of using my steam iron to block things. I am 2/3′s of the way done with my Wensleydale Longhair yarn *Miss Dashwood* and was just too excited to NOT block out the border on the sleeves.
You can see my little sleeve ironing board on top of my regular sized ironing board. The little one was purchased at Target; the big one, picked from the alley behind my house ;p
I put the iron on the “Steam: Wool” setting and steamed out the entire sleeve. Then I pinned out the points of the lace at the border edge and give it a couple of blasts.