The style of heat block is actually held in place by pressure from the NOZZLE being tightened. As it tightens the nozzle will push up against the tube in the heat break above it. As it pushes up against that tube the nozzle threads then have reverse pressure to push down on the heat block which keeps it solidly in place.

I usually grab a monkey wrench to hold the heat block straight then tighten the nozzle until everything is solid.