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Like Chris and Ivan, this is the system I use - if the fly is fresh, freshly thawed (from frozen) or freshly relaxed (from dry), then the muscles in the thorax will dry on the micropin and "glue" it in place. You can see that the stages are made of polythene foam; - this absorbs any vibration from handling the main pin, and grips the micropin firmly so that it doesn't rotate. I also micropin syrphids (from the top), up to the size of Eristalis and stage them on foam. They seem to suffer less damage than they used to when I did direct pinning.
(I still use direct pinning for bigger syrphids and tabanids.)