Use the set of holes that are outlined by the silkscreen on the side the controller will be installed on.
Insert the headers. Solder in place.
Insert the sockets and secure them in place with kapton or electrical tape. Flip the pcb over and solder in place. Once finished, turn the pcb over and remove the tape.
Next, cover the actual sockets with kapton or electrical tape. Poke holes through the tape into the sockets using an LED leg, pick tool, or needle. Lay controller over sockets. Insert diode or LED legs in place, starting with just the 4 corner sockets. Clip to height. Solder in place. Insert remaining pins, clip, and solder.