I have a three-phase synchronous active rectifier
I need to control it with a voltage oriented scheme like this:
But I have no idea of how to tune multiple PIs, I'm trying to do it by trial but I need a "systematic" method.
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This question is much too broad to answer properly; the "best" approach depends on system properties, available controller architecture, available control design tools,...
Assuming you have a MIMO system (i.e. the inputs/outputs of the system are coupled and the controllers can therefore not be considered as independent) the general approach would be to:
Characterize the properties of the system to be controlled. This is usually done by either building a model of the plant to be controlled or, if the plant is available, by measuring the frequency response functions between its inputs and outputs (including cross terms).
Design a controller based on the measured or modeled plant characteristics and a MIMO control design technique of your choice. There are many possible choices here; in case a loop-shaping like approach is preferred sequential loop closing might be an option. In case a more formal approach is needed $H_\infty$ control might be an option.
Apply the designed controller to your actual system (but only after you are certain that stability and performance requirements are met).
A good reference, explaining many of the details related to MIMO control design, is:
Multivariable Feedback Control: Analysis and Design, 2nd Edition Sigurd Skogestad, Ian Postlethwaite