Hi Sarah, if your pins are steel by rubbing the plating with abrasives could expose the steel and could lead to rusting down the line. Buying collections over 40years i have seen this problem a number of times. If brass pins then that is OK.
It would be much better to buy brass lace pins which treated so they wont bend easily, also they solder well, you can buy them in a couple of different diameter and in lengths 20mm-50mm and can be obtained from any good craft shop or online store.