Pins come in and out many times during a build. Once I cut them, they are finished...no heads...just gently rounded. I always cut mine short of the surface of the stock so that they do not got all the way from side to side. I use the hole on the short side as a guide for a pin punch that is slightly smaller than the hole. that way, the wood around the hole never gets busted up. My pins all go in from the same side as the lock nails...that way I never forget which way to punch them out. And I remove my barrel pins each time I shoot/clean my rifle. So I have to be very careful not to damage the wood. But it is easy to apply and remove my pins. I generally use 1 1/2" finishing nails that measure @ .070" dia. and a 1/16" punch to push them out. Sometimes, I put them into the lathe and make a tiny divot in the ends, using a 1/8" centre drill, so that if I'm in the field and need to remove a pin, I can use my vent prick.
Rod pipes, I use 1/16" welding rod. I think music wire is over kill for these simple fasteners. But each to his own.