My bullets are set to stick to an object to show it has been hit, but they slide off to different parts of the object after a second or two half the time.
I honestly can't think what you'd be doing wrong for the bullets to slide after being pinned to an object.. hard to say without a capx or some code snippets really.
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Have you disabled the bullet?
Just as blackhornet said. Pin them and also disable the bullet behavior.