I guess the best answer is, as often as you need to to get the shape you want. Some pieces only need a few pins every inch or so, others are much more intricate and so need to be convinced that you really want them to look like the picture. Meaning more pins.
Doilies are the worst. Scarves aren't bad, unless you need to keep the pins from making little scallops in the edge.
My words sell the Magic of a Dream