If I pin (not very often except for matching seams), I pin perpendicular with heads to the left. I'm right-handed so right hand is guiding the fabric, left hand removing any pins after the needle hits them and wakes me up .... LOL
Oh, sometimes for a border or other long piece or for a big applique I do pin parallel, seems to give me more hold per pin. Heads toward me, remove pins as I get to them.