hmm, you really are doing everything right, It might just be that he does need to be nagged. But here are some ideas taht might or might not work
Like someone else said make sure you are sitting with him from the start. I'm guitly of telling my DD to get her work out and i'll be right there and then i'll have to deal with just one more thing and before i know it she has started.
You could get him a fancy pencil like a mechanical one or one with his fav character on it. and tell him this is a slow down pencil and he can only use it to write super carefully. That would only work if he is imaginative.
You could ask the teacher if he could write his letters in shaving cream or sand on a cookie tray, or something like that. just to break up the monotony.
get a rubber stamp and after each letter he gets to put a stamp right above it and then do the next one.
If there is any chance he is worried about how long it is taking ( like beign late for school or something) you could set a timer and show him that he has soooo much time, like tell him he has 10 minutes and what a long time that is he can do they all very very carefully and still have time left. Lilke Look you are half way done and you still have 8 minutes, it only took you two minutes, lookhow nice and slowly you were going.
Is there someone else who could sit with him, sometimes kids need someone besides mom. I think cuz they know mom will nag.