Here is how I would do it.
Plug the PSU in but leave the power switch off on the PSU. This keeps the chassis grounded. Then, before you touch any hardware, touch the PC case. This will discharge any static. Try and stay in contact with the case as much as possible to ensure you stay discharged.
Realistically, you aren't going to damage the GPU with static electricity. It would take a pretty serious zap to a few specific areas to do any permanent damage. If you want to be safe, just ground yourself to the PC case.