In my harpsichords I use antique style tuning pins which I mostly make myself, by hand. These tuning pins don't have holes through them, unlike piano tuning pins, or zither pins, or even violin pegs. So how does the wire stay on the tuning pin if there is no hole for it to hang on to? Friction. It's as simple as that. The music wire is wound around the tuning pin, and around itself, tightly enough that sheer friction will hold the wire on no matter what. Of course, getting the wire onto the pin is a bit of a trick, but once you learn how to do it properly, it's far simpler than using a tuning pin with a hole. The directions below assume you are right handed. I don't actually know if this would be any different for a leftie, but I am right handed so that's all I know how to do.
In order to do this trick, you need a tool - in this case, a wood dowel with a hole drilled into one end. I prefer a 1/2" or 12 mm hardwood dowel about 3 inches (or 8 - 9 cm) long, with a hole just large enough to stick the tapered end of the tuning pin into. This hole ought to be about 3/4" deep. You will also require a small sharp wire cutter. The wire cutter is needed for trimming the wire to the right length before you start to wind onto the tuning pin.
To install the new wire, remove the pin in question from the wrestplank and pull off any remaining wire attached to the pin. Now place the loop of the new wire over the hitchpin. Keeping slight but constant tension on the wire, position yourself at the keyboard. Cut the wire off about nine inches from the pin. In a two manual harpsichord, this is probably over the naturals of the lower manual. At all times, keep a slight amount of tension on the wire, so that it doesn't slip off the hitchpin. Now stick the free end of the wire into the dowel hole, and secure it in place with the tapered end of the tuning pin.

#1 - Wind the dowel towards you, holding the wire in place with your left thumb, so that the wire passes over itself on the first turn. Remember, keep the tension constant.
#2 - Wind several - four or five - tight turns of wire onto the tuning pin. Give the pin and dowel a tug away from the hitchpin. This will tighten the wire onto the tuning pin. Now remove the dowel from the end of the tuning pin. Keep the tension going!
#3 - You now are holding the tuning pin with wire attached in your left hand. There is a free bit of wire sticking out from under the windings. Using your right hand, kink the wire and break it free. Now turn three or four loose windings down the pin: loose as in somewhat apart. Look at neighbooring tuning pins to see how far down you have to go. The idea here is that the wire must descend from the nut to the tuning pin, so the loose winding provide a means of getting the wire down on the pin. DON'T SLACK UP ON THE TENSION!!!
#4 - Now make several tight turns, drawing the pin up the wire until it is over the hole in the wrest plank. Maintaining tension, place the tip of the pin in the hole, and gently press it down as far as it will go. You may need to tap it a few times with a small hammer, but be careful in doing this as it is important not to tap the pin to one side thus enlarging the hole.
Now turn the tuning pin clockwise, raising the pitch of the string, until it is at the proper pitch. The press down on the string to stretch out the loop and knot, and retune the string.
O.K., O.K., I know, it's hard the first few times. But practice makes perfect, and it gets easier the more you do.