Putting sashing on two sides of each block usually looks better because the blocks are always lined up. And it should work when it is on point. Just look at your rows on the diagonal. the first row is one block, the second row is three blocks. The third row is five blocks. I think you get it. Put the setting triangles at the ends of the rows, and then sew the rows together.
Look at a picture of a quilt on point and turn the picture so that the rows are going straight up and down (as in North and South). That may help to see where the rows are.