I'm not sure I understand what you mean by runtime created sprites. If you want to pin object A, to object B, your are going to pin the origin of A to maintain relation to object B, so A does not stick to the origin of B, it just keeps it's relative position to B consistent to where it was before pinning.
If you move A 20 px to the left of B and then pin, A will be kept at 20 px left of B (well, rotation is also taken care of in a smart way).
Here's an example of attaching A to B, when you don't care about what origin B has: dl.dropbox.com/u/10338488/pin_to_not_center.capx
I hope this solves your pinning problem, as I don't see how changing the origin of A could have any affect. Say you have a sword, and you want to hold the sword by the handle (so you put the origin in the handle when you have it attached to a character). If you want to stab the enemy and have the sword stay in the enemy, if you position the sword such that the tip is in the enemy, and then pin it, it would still work perfectly. Rotation and all taken into account.