A detachment of the 3rd Connecticut Regiment brandishing nickel plated cold steel.
I've no idea who came up with the idea (probably an obscure modeller many decades ago) but replacing swords and bayonets with pins is an act of genius.
You do need basic soldering skills (and i mean basic - if i can do it...), and the correct equipment (an adjustable temperature iron, low melt solder, and good quality steel pins) but the investment is worth it for the improvement in aesthetics and durability of your toys (not to mention the opportunity to grievously injure the resident club oaf as he attempts to abuse your miniature masterpieces). And of course a soldering iron opens up a whole host of other conversion and sculpting possibilities.