I've never done blocking, but after reading many entries on blocking, I've found it to be tedious and believe it could get rather messy as well. As a result, I've always been apprehensive about crocheting doilies.
However, recently I decided to try out some small doily patterns that I downloaded from the Internet. I used a 1mm Chinese knotting thread, and have found that it works very well. In fact, the shape holds so well that there is no need for blocking at all, much to my relief! I have since become more confident in attempting larger doilies, and can't wait to complete one.
I hope this tip proves helpful to all those frustrated doily makers out there!