The short answer is that bridge pins DON'T work with nylon strings. As stated above you need to make your own ball ends by tying on a bead.
I have a couple of Kanilea's. Bridge pins DO work very well with nylon strings. A simple knot and you're good to go, no bead required.
Pin bridges for nylon strings are usually designed differently than the ones for steel strings which Anthony is referring to. With Kanilea and Islander, for instance, they have a slot facing towards the soundhole/neck, so the knot sits beneath. Works perfectly fine with all types of nylon or fluorocarbon strings. Use a couple of figure 8 knots on each string to prevent them from slipping.
In the video I posted above, Joe Souza of Kanilea, states that the slots in the pins should face away from the sound hole. Does it matter? I have an Islander tenor, and a soprano incoming. I've not changed strings on an Islander yet, so I'm curious.
There are two ways that the "Bridge Pin" designs seem to work.
The "standard" way, seen on steel string guitars as a plain hole and a string with a ball end. The slot in the pin is needed on the string/sound hole side to allow the string through. Otherwise there is nowhere for the string to run.
The Classic string variation with the slot on the saddle/sound hole side is different in that the string is placed in the slot with a knot holding it there. Then the pin is positioned with the slot AWAY from the string to close any possible gap. Truth be known the pin isn't really needed when doing it this way. The strings should stay in place without the pins.
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You just need to give it up. There are thousands of Kanilea's out there with bridge pins that work perfectly.