We present a self-consistent theory for odd nuclei with exact blocking and particle number and angular momentum projection. The demanding treatment of the pairing correlations in a variation-after-projection approach as well as the explicit consideration of the triaxial deformation parameters in a projection after variation method, together with the use of the finite-range density-dependent Gogny force, provides an excellent tool for the description of odd-even and even-even nuclei. We apply the theory to the Magnesium isotopic chain and obtain an outstanding description of the ground-state properties, in particular binding energies, odd-even mass differences, mass radii and electromagnetic moments among others.