I have much better results with spray baste. You don't really need pins, but I tend to pin the edges. The reason I do is that I don't have a dedicated sewing area and I have to pack up and vacate the dinner table when I'm working. It takes me a while to finish one, so it's just a little extra holding power to have the pins help hold it while I fold, unfold, move etc.
When you spray, don't over do it. I spray in a grid pattern about 6" apart. The last one I did, I got distracted by family and sprayed too much. It gummed up the needle and the thread kept breaking.