It would be a good idea to just pull on the control surfaces prior to the first flight. Give them a GOOD tug. If you can't pull them loose, you should be ok.

Nothing wrong with adding a pin though, Toothpicks are a favorite choice of many, but another way I have used which works very well (An is very easy too) is to poke a straight pin through the surface, and just as you feel it break through the hinge, stop, and cut it off with a cutting plier. Now, there's a little stub still protruding, push that stub just under the surface. If you got it right, the pin won't be sticking out of either side, and all you have to show for it is a pin hole (Preferably on the underside).