How to properly block scallops?

[jackandahat]

I just knitted the Half-Camping shawl - my first big lace thing. And I love it... except the scallops. I cannot get them to block neatly - it says five pins per scallop, but mine look jagged from where they pulled against the pins. They're not horrific, but it seems a shame after how well the rest of it turned out.

Does anyone have any advice, either for this shawl specifically or pinning scallops in general?