Hi!
There are several "tool solutions" that could really help ease this small pin handling issue:
1) Get and use a "hemostat" type tweezer - one of those tweezers which OPENS when you squeeze the handles, as versus closes. When you let the handles go, the tips CLOSE onto your pin, making the tweezer a "handle" on the part.
Get one which is perhaps 1/8th inch wide at the tips (Hobby Lobby has them in cheap sets) - this gives more surface to work with and usually has small ridges to improve grip on slippery veins or small metal pins, and leaves you free to position the pin and ease it in - and then release it. The "hemostat" serves as a handle, so no trying to hold onto and grip things while moving around positioning.
2) Get a tweezer with soft "rubber" - coated tips. This improves the grip on small parts. I find these at hobby shows and online, and maybe at a Hobby Town or Hobby Lobby place. Great for small plastic, metal.
3) Get a "hemostat" - type tweezer with those plastic tips. Best of both worlds! Or MAKE such a tweezer by wrapping soft electrical tape around the tips of a tweezer or "hemostat". Soft black electrical tape will vastly reduce that "twang!" and loss of parts into space.
4) Make a small "socket tool" sized to hold a pin by cutting off a paint-brush handle or wooden chop-stick to get a flat end - drill a shallow (1 - 2mm should do) hole in the end to form a seat for the pin of choice. Make this hole close /slightly smaller than the pin diameter to keep a relatively snug fit. Fit your pin into the seat and shove it into place!
PS: I've done all of these for PE, little rivet and bolt-heads, small pins metal and plastic, etc. All the "tool-solutions" work. Also, I always place my working collection of pins (and other small bits) onto wide blue painter's tape sticky-side up to hold stuff in place while I grip it. I place my working links/jig and that tape and pins inside a clear veggie bag and work inside the bag, so that flying bits stay "home". NEVER EVER lost anything (yet)!
PPS: My fingers are fat and the hands are stiffer now-a-days, so I can identify with all who have difficulty handling tiny bits!
Bob