if you are making traditional pinwheels with 4- 1/2 square triangle blocks- pressing toward the dark will nest the seams so your points are precise- there really shouldn't be any more bulk than any other pieced block- you stitch 2 together- press toward dark- stitch the other two- nest the seam which meets in the center- and you have perfect point in the center-
some of the pinwheel variations where there are more seams to meet may be easier when pressed open- but that does make it more difficult to match the center...careful pinning would be required.