I too would be afraid of pin rash on the machine. It's so ugly.
I use a magnetic pin dish to collect my pins, rather than a pin cushion. Who has time to stick pins into a cushion while they are sewing? I just toss them in the general direction of my magnetic pin dish and it 'grabs' them. So quick and easy. Easy to pick up pins too.
Harbor Freight has little metal dishes with magnets underneath that would work great for this.