About anything will work, (nails, coat hangers, welding rod, piano wire etc.). If you study many original examples, you will see that these pins are not necessarily all that uniform and sometimes pretty rough. Personally, piano wire works well. I like the small diameter (1/16"), it is pretty uniform in size, and it doesn't tend to mushroom (though with a rounded end neither will softer material). I have some cutters that are made for the stuff. Cheap, simple and easy, but other materials are too. I must note that on original work I've studied, pins slightly larger that 1/16" seem to be pretty common.