I have to own up and say I sometimes slow down; but keep the pins in at my intersections. Hopefully I don't cause some serious harm to my machine someday as a result because I will be really sad.
It pays to buy the finer pins if you are going to do it. You will like them also, because you don't feel them pop through the fabrics like those cheaper yellow ones (which I also still own and use for other things). Those cheaper ones are great for pinning layers when sewing binding on because they don't bend so easy.