Pushpins on foamboard. Trace your design first, buy twice as many pins as you think you'll need. If framing, cut foam board to frame first. - Cute way to use the push pins I bought for my DIY headboard and didn't end up using.
An update on my DIY Tufting Technique. I realized that I could completely bypass the whole threading-a-button-through-the-headboard-holes thing by just carefully screwing a wide-headed screw down in through the hole I had made in the foam.