If I ever make them I grab some wool off a friend with shepp and make a little layer of it under the fabric so my pins get coated in a little lanolin before they go into the main part of the pincushion. Usually sand in my case, in a little fabric baggy. So sand baggy gets wrapped in wool then cover placed on.
I don't really have any pincushions these days. Though I do have tny dragon pattern weights, mostly made out of tweed and with a mix of batting (for head and tail etc) and steel balls. I made a couple of doorstops in a similar way by making the pattern bigger with a few amendments.