Since blocking frames for lace shawls are not sold anywhere, I had to make one myself. It might need some improvements, but the blocking process is much more convenient now compared to using pins and trying to locate them in straight rows.
A visit to hardware store resulted in four 15 x 40 mm pine wood strips, one and two meters long
and too many and too expensive but very pretty brass nails (the original plan was to put a nail for each cm).
Hammering nearly 600 nails into these six meters of wood suddenly seemed like way too much work, so the nails are now 5 cm apart. This distance seems to work for lace edgings, where the pattern repeat is 10-12 stitches. For different patterns it might be necessary to add all these nails after all. Well, someday.
Considering all these upward nails, the frame is by no means a safe tool and should be used in a place where nobody can get hurt. Storaging is quite all right though, the four strips can be tied together with nails facing inwards and stored under the bed or in a closet. That's what knitters keep there instead of skeletons.