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Simply drilling a small hole to accept the already cut down shaft is much cleaner and easier and than trying to shove a hot pin through plastic, especially if you try to go all the way through then clip the excess. Works on all materials, too.
Personally, I wouldn't bother with the straight pins, at all. Microbeads are easier to use (no clipping, only need a shallow depression drilled) for small round-headed rivets. Pucks sliced off of styrene rod or punched from card (either paper or plastic) are easier for larger flat-headed fasteners. With a little finishing work, you can chamfer edges for pan-headed rivets or engrave a slot for screw heads. Using hexagonal rod instead of round lets you make nuts and bolt heads.
Only thing the pins can do that other, easier to work materials can't emulate are nails sticking out of materials. Nails driven home are generally flush with the surface or even slightly recessed, in rougher construction. For those, you can easily emboss a ring (just press down with a thin metal tube, like the end of a metal-tipped mechanical pencil with the lead removed) to give the effect with minimal hassle and reduced cost.
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