I had the bright idea of just buying some of those #17 pushpins you see in stores -- with the different colored heads? -- and giving them a whirl. So far, so good! I just stick the pin through and clip off the plastic head and the remaining exposed pin shaft and go on to the next link.
I'm doing them in sets of 10 and then combining them, as always. Only thing you have to be careful of is sticking the pin too far forward and having the point emerge through the nicely cast pin head. [:0] I've done that a few times, but well that's what mud is for!
Best thing is that I'm not even drilling out the links -- I can force the pin through, because it's got the plastic head. Works a treat so far. I did two lengths last night until the missus made it clear that she exists on this planet and maybe I should be paying attention to something other than all the plastic and metal pieces in my life!
Kaleu, maybe the next time I build Friul I will try the brass wire. Do you snip them to the right size and hammer them in?