Steel paperclips? You know what happens when steel and water mix right? It would be safer not to use them.
I first would relax the wool from whatever pleats were pressed in by using a little steam a section at a time, then line up the pleats properly, pin and baste into place, as noted in the Art of Kiltmaking box pleat supplement, then using a press cloth and a steam iron, press. Not iron, but press.
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