Easiest for me, definitely sure it isn't 'best' or whatever but works for me because I like effectiveness over pretty aesthetics --->

1. Create a double stone wall square pen to contain the initial Lox or pair of Lox you bait to follow in (obviously place last 2 walls after they enter)

2. While the Lox rampage around and attack the walls, run around the outer edges raising the earth to about 1 or 1.5 wall in height, that's all you need. May need to repair the stone few times while doing this, depending how fast you are.

3. At this point your temp Lox taming pen is done. Raised walls are invulnerable and the 1 to 1.5 height will prevent them getting out while taming. Toss in cloudberries and stay in local area for taming hearts to trigger but not so close it enrages Lox to keep attacking walls.

4. After they are tame, you can build whatever pretty pen you want. They are so big you need quite large space relative to boar/wolves for them to breed unless you do the youtube versions where they drop babies down from a trap pen above. I just do like a 20x20 square to get 8-10 breeding at a time.