Pressing the pleats in before sewing them worked well for me. I was using the iron at Steve's shop, which has a Teflon shoe and does not require a pressing cloth. With a little practice I was able to press the pleats in very precisely, pin them in place, then stitch them. I was so impressed with how well it worked that I bought an identical iron and made a 3'x6' pressing table.

I'm sure this method won't appeal to everyone, but it works for me.