Get the teflon pins. They are way easier to use than the metal ones. If you pull your pins before you bake then you can reopen the hole by gently drilling it out.
Additionally, if you use a heat gun and learn to heat the head just enough to get a (powdery) coat instead of a slick one then you won't have as much paint on the head and that will alleviate all sorts of other problems. The powdery coat will bake on and be just as hard as your shiny ones from the torch.
Another thing you can do is heat them in the toaste oven for just a few minutes take them out one at a time, dip them, then put them back. I do that when I have to make 2 or 3 dozen of the same color and size.