PaperPrincess

Make one pinwheel at a time. It might take a bit longer than chain piecing, but if you're having issues, it's best to do them individually.
If you are doing a bunch the same, like all light/dark, all spinning the same way, I would take a piece of paper and actually draw your target pinwheel and color the dark blades. Put the paper on your work table and then lay the HSTs on top, matching your drawing.
Take the HSTs on the right and fold it back onto the left ones. Immediately put a pin on the side you want to sew. Sew & press. Take those two pieces back to your drawing. Arrange, then flip the top down onto the bottom. Pin and sew.