Straightening bladed spokes
I had the same issue and ended up taking a piece of very hardened plastic and melting a thin channel out of it the same width as the thin side of the spokes.  In this manner, I could hold the blade in place while I was truing the wheel.  I never had problems with them twisting when I wasn't cranking on the nipples, however.

To be clear, I heated and melted the channel in the plastic with an unused spoke (extra from building the wheel) and then threw that spoke away.  I would never recommend heating a spoke currently in, or intended to eventually be used in a wheel.