Losie, I have some of those applique pins, too. Got them just for AOTH & I love them. My thread sometimes catches on the head, but with the filled in area there, it slides off right nicely. I am placing the pind down the center of these heart pieces (you can see them in the darker green side of the border pic I posted somewhere.
Edit: The pic is on page 242 on this thread. I have GOT to take a better picture of this as the color & quality is so lousy. I have appliques all of this border, but not finished the embroidery. I'm appliqueing the other long biggie border, then will move to the shorter ones.