I always use a couple of untreated 2x4 under each corner. They can usually be found for free somewhere.
Being as we usually have plenty of snow on our ice in Alaska I have never tied mine down or had any problems with it. I usually bank snow around it after blocking.
My friends dad used to cut a slice of firewood to the desired thickness and placed a slice under each corner.
Not sure there is a better way or if it really makes much difference. If I freeze my blocks in they usually can be chipped free. If not untreated 2x4 isn't really going to do any harm.
Chris