I haven't finished mine but I ran the lines behind the sheetrock and put an elbow at each wall outlet with a short run of pipe sticking out of the wall. At each elbow, I have a piece of 2x8 or 1x10 (scrap) spanning the studs with a hole in it where the air line passes through. That all got sheetrocked over so all you can see is the air line poking through the sheetrock.
I will mount a small wooden board with the block and fitting mounted to it. That goes over the air line and is screwed to the underlying 2x8. I need the board because if I just mount the air block and fitting to the sheetrock, even if I screw that to the underlying board, the sheetrock will eventually get mangled and the block will get loose.