Fortunately, Jennifer from Shabby Fabrics has created an excellent tutorial for mitering corners in a piano key border. The process is a bit tricky, but just follow her instructions and you’re sure to get good results.
In the video she references another video. There is some very helpful information there, as well, so take the time to watch it too. While it focuses on mitering striped fabric, she goes into the basics that are good to know when mitering any border.
One tip is that for mitered corners it works best to sew the inner and outer borders together before attaching either to the quilt. That way both are mitered at the same time.
There’s a companion written tutorial available for mitering piano key borders. You’ll find it here.
The quilts shown in the videos are from kits that are no longer available.