If you have long hair and like wearing updos, you know how hard to find and expensive suiting bun pins can be....
On the pic, you can see some finished ones next to my mobile phone (Nokia 6020).

Step 1: What You Need...

...are some cheap double pinned needles for knitting.

Buy a package/bundle of the smallsized ones from your local dollar store.

Step 2: Needles to Pins...

Put your thumb ca. on the middle of your first knitting needle, put index and middle finger benaeth the needle and bend it in an u-shape.

YAY, you're finished! ^_^

Some of the pins in the second pic are somewhat "dented" - I bent 'em in small angles after finishing.