I pinned mine and also glued the pommels to her butt to make 2 more contact points for extra strength, however, it's not the best solution as they now are very prone to bending during transportation if not carefully packed.
Here is a link for a uk modellers tool suppliers box of various pin drill bits, allows for some of the smallest items to be pinned quite easily with brass rod or paperclips depending on bit size.
http://www.tinytools.co.uk/Model_Craft-Drill_Bits_&_Drill_Holders/c20_22/p194/Microbox_Shanked_Drill_Set_%2810%29_0.5_to_2.2mm/product_info.html
http://www.tinytools.co.uk/p1200/Microbox_Drill_Set_%2820%29_61_to_80/product_info.html - smaller bits