I use white sticky dots which are easy to number, easy to stick on, easy to move around, no poking or pinning involved. My method is to mark the top row A1, A2, A3, etc. Row 2 is B1, B2, B3, etc, so I always pin the right blocks together before sewing.
These white dots are also easier to read from a distance and in a photo. I take several shots of my design to help me see needed changes from a different perspective.