Good question,
While I personally hate pinning, it's best to do it. Believe me, I've pulled off some great gluing in my time, betting my life that it would work. Sure enough, while playing, the model tipped over and off came the wings.
It's a pain in the butt to have to repaint and put together, plus you get a sick feeling when you see the mini burst like that.
Be safe and pin!!
Jake