I learned this from talking to other bead makers and from watching YouTube videos. To make these pins with glass heads, I took plastic straight pins bought from JoAnn's and pulled the plastic bit off. I then wound a small ball of glass onto the pin, and cooled the pins slowly in a fiber glass blanket as I would any other glass bead I made.
Glass Pins in Period
After making the above pins, I because curious to know if glass pins were made and used in period. I found one very useful reference to glass headed pins in the book, Dress Accessories, c. 1150- c. 1450 (Medieval Finds from Excavations in London, p. 297-304) . This book describes two glass pins "made from a blob of glass which was placed on the shank [of the pin] in a semi-molten state without the use of solder." Solder is not needed because glass will naturally stick to the metal of the wire used to make the pin. This is why lampworkers apply bead release to our metal mandrels, so we can pull the beads off the mandrel when we are done!
The glass headed pins found date to the late 12th century. The shanks were made from fine brass wire with a gauge of .5mm (equivalent in width to the 24 gauge wire one might find at a craft store). One of the glass pins is green, the other is "near black" (perhaps a very dark green, as most black glass in period and modern practice is actually a very dark form of another color). The green glass pin was colored with copper, and it had a high lead content.
In reading this book I found that Pins actually have an interesting evolution. Before the 12th century pin shanks were rather thick, and as a result they were used as broaches to fasten thick outer garments. Once technology allowed for very fine wire to be mass produced, pins heads became smaller and their shanks thinner. Their use correspondingly changed from being decorative fastenings on outer garments, to being used in less conspicuous ways on dresses and fine veils. As a result, most of the pins found and documented in this book did not have very decorative heads.
Link to a picture of historic green glass pins
Green Glass pins made using store bought pins