Personally I like to lay mine flat on a piece of kitchen roll and put it in a warm, dry space for a few days. If you have a drying cupboard, or an airing cupboard, that tends to be best.
If you need to you can turn them every evening to get an even dry.
Another alternative is to put them in the oven after you have cooked (not a good idea while the oven is still hot hot) and allow them to dry quickly in there, but this is not a great idea if you don't know the effect burning the leaves could have, i.e. toxic fumes, etc.