[I’m sharing how I’ve known and interacted with Everyone, starting with the Aesir. The Vanir will be next, then the Rokkr, and then the category where I put those Who don’t seem to pick just one category.]
He’s one of the Deities that’s included in my depression [management] prayer set. For quite a while, that was the primary means of interacting. Prayer to Baldur by Ingeborg [from His northernpaganism.org shrine] is included as the means of welcoming Him. I’ve varied over time in the frequency of doing this prayer set, which was the closest to having some sort of notable day for Him.
He ended up sharing a mythological cycle that intertwines with Loki’s to a certain degree, but I’m hoping to go into detail about that a bit later. The basic bit is that Baldur spends most of the year in Helheim with two holy days from the cycle’s various dates. The 1st day of Yule [aka the winter solstice] is when Baldur makes an agreement with Loki and arranges for the mistletoe plan to kill Him [in my practice; there are all kinds of variations on why / how / Who was involved in Baldur’s death]. The 5th day of Yule is when Baldur dies, again just in my practice.
There’s this tie in of His sacrifice helping the land come out of the death of winter, and there’s some sort of health of the land tie in for Helheim as well while He’s there. He has previously indicated that sharing a meal that’s seasonally appropriate on the day before the 3rd quarter moon for the months that He’s in Helheim was a desired offering schedule (of sorts) to acknowledge His sacrifice for the land.
I don’t have a physical shrine / altar for Him, but I do have a tumblr tag: Baldur.