I don't have a theremin, so grain of salt here, but there are ways that I've seen and heard of.
First, there's the pedal approach. Take an autotuner, like the one mentioned in this video and use it to adjust your pitch for you. Yes, this is an incredible cheat, but if I was playing out with a theremin and I wanted to be sure, I'd consider it.
Second, there's the old-fashioned way. The way I learned to play lap steel and then violin (which I'm still poor at). Tuned accompaniment. I don't know your musical background, but coming from the guitar, my concept was that G was whatever came out when I fretted the 3rd fret on the 6th string. I had little to no concept of intonation beyond that. One day, I found C6 steel guitar tab for "Sleepwalk" and I woodshedded to the point that I thought I had it. Then a friend came by. He said he knew the chords and picked up my acoustic, and I started out.
Man oh man! Was I off! I had never taken any time to teach my ears what the notes were. I'm better now, not great but better, because I've developed internal intonation to some degree. You have to play along with something so you know what you're supposed to play. You have no recourse but your own ears.
Beyond that, watch videos of Clara Rockmore, of Leon Theremin, of other great thereminists (not Jimmy Page!) and you'll see that the shape of the hand makes a great deal of difference in how they play. I believe they "fine tune" the intonation of their notes that way.