You mentioned holding the block together: Do you mean keeping the pieces in the correct position? A lot of times I take the pieces and position them correctly on the block and then do a running/basting stitch around the piece to hold it down. That way it does not move and you can lift the edge if you need to stitch under it. That way you do not have pins sticking you as you stitch, and you don't lose any pieces. If you don't want to do it that way, why not get a small piece of felt and "stick" the pieces to that and you can roll it up.