You really need them to be exactly in place when you start to sew.

1: Okay, I am ready to pin!  I use really fine pins, not those big quilters things.  These are very small pleating pins.  (I get them at JoAnn fabrics).  Less bulk. 

Put a pin through the very tip at the top of the freezer paper triangle and make sure it comes out at the very tip of the bottom triangle.  Don't flip the pin to the side and re-pin yet.  Just let the pin dangle.

Do the same for the bottom tip on the same edge. When you get those lined up, tighten up the pins so the fabric is tight to each other and then pin in the fabric.

Then take a pin or two, depending on long the seam is, and insert it midway between the top and bottom against the freezer paper in the seam allowance.  The pin should automatically come out right on the edge of the paper underneath.  If not, slip the triangle around until it does.

Pin this pin  in along the vertical length of the seam, not horizontal. When it comes through the top triangle again, make sure you are just at the very edge of the freezer  paper on the top again.

Now, here is the "set in seam" part.  It's not hard, honest, no matter what kind of stories they have told you around the machine!

Place the third triangle under the two sewn together ones, RIGHT SIDES FACING EACH OTHER.  I pushed the seam UP, even though I did press it open earlier.  (I pushed the paper out of the way of the stitching  a little to sew the seam.)

Put a pin through **EXACTLY** where the stitching stops from the last seam on the top triangle and make it come out on the bottom where the corner of the freezer paper is. 
Tighten up the fabric to the pin and pin in place. 

Now put your machine  needle down into the exact hole where you took the pin  out of. I don't backstitch here, but I set my stitch length  to O (zero) and then stitch in place a few times to knot  the thread.

3: Then I gradually bring up my stitch length to  normal * while still sewing * (lock knot) and continue to  sew until I get close to the lower edge of the freezer paper  where I do a "lock  knot" in reverse. You sew right along the edge of the freezer paper.  If you hear paper "crunching" underneath, you know you are sewing on the paper and not in the fabric of the seam allowance. Adjust your triangle. Sometimes I catch in the very edge of the paper on the back, it never hurt, but try not to do it. 

To ,  "lock  knot" in reverse, gradually shorten the stitch length as you approach the end of the seam, then when you get to the very end of the freezer paper, set the stitch length to 0 (zero) again and stitch in place a few times.   That replaces any backstitching you might otherwise do.
You can backstitch if you would rather do that, it won't matter, but just be sure to NOT stitch into the seam allowance or you won't be able to set in your next seam.