The squares used for the side setting triangles do seem large at first glance, but they're designed to avoid bias on the outside edge of the quilt. And - you get 4 setting triangles from each square.
Your blocks are lovely. It seems a shame to cut down all of them just so that you could use some of them for setting triangles, and I'm not sure that it would look right when you're done. Definitely you would have bias edges around the outside of the quilt top, and the piecing in those blocks might look odd.
I do think the blocks would look good set on point, because you would gain nice diagonal lines through the quilt. The pattern was written for a straight setting, and if you stick with that you wouldn't have to deal with setting triangles. Just a thought.