Yes, pin the pegasus wings.
Yes, pin the pegasus wings. This will make them much more durable. I use a drill that matches a small paperclip. (english, not sure of metric)
Hold wing where you want it, drill through wing into body. Cut wire slighly smaller than depth of hole. Poke the wire into the hole so it is countersunk. Put superglue on joint - it will wick to the wire.
You now have a small hole to fill in the wing. This is easier than trying to line up the parts after you have drilled in one side.
Oh, Frenchkid, pin is a small piece of metal. Pine is a wood. I know english is a tough (tuff) language and I am not picking on you, just trying to help. I am by no means a master at english my self, and I was born here.