Use Pin Clamps. They're made by Rocket City. If you can't find them, then I found a way to make them.

Punch a disk out of 1/32" plywood and push the pin through it. Add a drop of thin CA to the pin after it's in the disk. The CA doesn't stick to the pin because it's chromed, but it will help keep the pin tight.

http://airfieldmodels.com/informatio...tools/tips.htm