I saw a sewing video on the internet the other day (sorry I can't remember where) where the person sewing just left the pins in the fabric and then removed them after the sewing was done.
I have always removed the pins just as they reach the sewing foot which makes the whole process a little more time consuming. I tried leaving a couple of pins in the fabric but the sewing machine needle grazed one and made a noise that I did not like.
Does anyone else leave pins in the fabric as they sew? Is there a special technique to do this? Do I run a risk of damaging my machine?