I learned how to do pinwheels at a 4-H quilt camp with my granddaughter. The trick is to square up the HST as they are sewn. The 45 degree line on the ruler needs to be right on the 45 degree line on your square. Then sew the two HST together, but be sure to lay out the complete pinwheel before you sew it so that the blades are all going the correct way. When I sew the two halves together, I line up the center so that the seams nest, put a pin or two there, and then begin sewing from one end. When I get near the center, I take out the pins and lift up the top piece to see if the seams are coming together correctly. Here is where you can move the top piece a smidge to the right or left to get that center exactly right.
I love making pinwheels, and when you figure out how to make them with all (well most) of the centers spot on, you will love it too.