Azeroth's Next Top Model

As my friends call me the devil wears prada, i must have this achievement

I think these might be some of the best achievement names they've come up with, someone at Blizzard had a really good time writing this one.

After you complete a set, you won't get the associated achievement until all of the pieces are no longer refundable. If you just completed a set by purchasing a set piece for gold or a tier token, you'll either have to wait out the resell timer, or make it nonrefundable some other way, e.g., by putting it in void storage.

E.T.A.: Apparently the void storage trick doesn't work any more. You can destroy it, mog it, or just wait out the timer.

E.T.A., part 2: OK, by far the easiest thing to do is go into Collections --> Appearances, right click on your new item, and then select "Set Favorite." That's it!