For the last year, I've been using Shimano HG-73, 9spd chains.
1st chain: Mounted on my Colnago Super. 2000 to 2500 miles or so. I didn't have any of the 9spd replaceable pins, so I did a standard push the pin out 90%, shorten, and reinstall. I didn't mark the splice pin, but so far, no problems.
2nd chain (long): Mounted on my Cargo Bike. Required 2 replaceable pins. Tollerances are tight. I had to stretch the chain plates outward at the splices to keep chain from kinking. About 250 miles without issues.
3rd chain: Mounted on my Velo Cheapo. Couldn't find my extra replaceable pins, so I pushed out and installed normally (also since I had good luck with that earlier with the Colnago). I marked the link I spliced so I can keep track of it. I ended up getting a kink exactly opposite to the splice. So far, so good with the splice.
Anyway, I have a bit more testing, but so far, I'm not convinced the replaceable pin is actually necessary for the 9spd chains.