I've written numbers in Sharpie on flower head pins and stuck them in the blocks, although I discovered the hard way that the Sharpie wears off.
So now what I do is use paper. A friend gave me a set of cardstock cards, they're about 1.5" by 1" and have the row and column number printed on them:
row 1
column 1
row 2
column 1
And so forth. The little cards have holes punched in them, so I can pin them to the block.
This way I can pull the entire row off the wall and take them over to the sewing machine, and I know what order to sew them.