For perpendicular pinning, I pin from the 'high' side with just the tip of the pin sticking out on the 'low' side. Because I sew from the 'low' side, there's nothing for the thread to get wrapped around. For parallel pinning, I pin from the left and sew from the right. Again, just the tip of the pin sticks out. In both cases, pins are removed as soon as my left thumb can take their place. I do a lot of hand work and I love it. This system works perfectly for me. :)

It also helps to "heat set" the glue -- makes it dry faster so you can start sewing quicker :)

I find that basting the pieces down work (for me) much better. No need to worry about pins.