Nekima is indeed an amazing looking model and, for the most part, not too hard to put together (mainly thanks to the advice thread on positioning her arms!)
As she is quite slender, I didn't try pinning any of the parts on, I have used greenstuff and Loctite superglue gel, which has been really effective, well, nothing has fallen off yet...
The one problem that I did have was that the model is fairly top heavy and only has one point of contact with the base. The issue is that the calf/ankle on that leg is very thin and prone to bending under the weight of the rest of her, which I discovered after leaving it to dry overnight.
I did get around this by using the bottom tips of her wings as contacts on the base and also using a piece of slate attached to the base to support her other foot. This seems to have taken care of it so far, but I would be interested to hear if anyone else has had this problem and how you got around it.