As I'm sewing, I pull out the pin just before it goes under the foot (sewing over pins leads to bent needles!) using my middle finger by the advent of spreading my fingers out (Jazz hands!)Then I flick it toward the pincushion, which (usually) catches it. All this time, I barely slow down in my sewing.I don't worry about those pins that miss the pincushion. Later, I will flip over the pincushion and hover it over them and they'll just leap right on. Then I can put the pincushion back in place.
I keep another magnetic pincushion in the place where I'm doing my pinning. (That one's purple and camera-shy.) When that one starts to look empty, I switch them out, moving the purple to the back of the sewing machine and the red to the pinning area.
I'm not sure if I figured this out myself or someone showed me. If it was you, thanks!