Hardly anyone's ears are good enough to tune a piccolo. They are very accurate and last a long time.;
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Warm up and try to get your piccolo to the temperature it will be while you are playing it. If the piccolo becomes cold or warm its pitch will fluctuate.
Play your A in both octaves. Make slight adjustments according to the tuner. If you are flat, push in. If you are sharp, pull out.

A slightly unorthodox thing to do is tune to a lower octave D as well.
 Try to adjust to where a straight tone, without pitch wavering, is heard. If there are flute players tune them with the piccolo players as well.
 Piccolos are notorious for going out of tune, and the majority of the time they are flat. This doesn't hold true all of the time, but if you can hear that you are out of tune, especially in higher notes, lip the note up so it is sharper. One way to make yourself do that is to raise your eyebrows. It sounds silly, but it works!
Use an electronic tuner.
Tune both piccolos separately first.
Have both piccolo players play A at the same time once they are tuned.
Listen as you play and support the air.
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