About the superglue in soft plastic i´m not convinced. I used twice and it breaks with handling the miniatures.
On it's own, the superglue isn't very good - if there is flex in the joint, then the superglue just cracks.
However, the pin fits tightly into the holes drilled, and so the superglue holds the pin very securely into each part (and not the parts to each other). Thus the glue holds the pin into each part of the model, and the pin is what provides the strength and flex to the actual joint between the two plastic parts.
If the models are merely a softer form of hard styrene (as opposed to PVC-based plastics), then plastic glue should be suitable. If you're still worried about the plastic glue being enough, you can always make a "pin" out of a piece of plastic sprue to add strength.
Finally, there is always the old superglue-greenstuff-superglue "sandwich" trick. This works quite well, and might be easier/quicker than pinning.