If you study diagonal sets you will begin to notice that every single one of them, no matter how many blocks they have, or whether or not they have sashing, has a "square" in the middle someplace. If you isolate the square, you can construct that portion of the quilt just like you would any straight set quilt. Next, construct each of the corner sections. Then attach the corner sections to the middle square one at a time. Some edges of the corner sections are exactly the same length as the central square, while others depend on the addition of one or more of the corner units prior to being able to add the final one(s). This works if you have an overall square quilt or if it is a rectangle. When making a square quilt then the four corner sections will be identical. If you are making an overall rectangle, then the corners are different.

Look for as many points of the square to touch the outside edge of the quilt body as possible. Quilts that end up square will have four points touching. Quilts that are rectangular have either 2 or 3 points touching.

Here are a couple examples to illustrate the concept. The sections are outlined in red and numbered in the order of construction and attachment.