I had a safety pin in my left nipple during my young deathrocker/punker days

But then again I also had safety pins all over my face and they were all connected by silver chains that formed a spider web (Musicians can be strange folks)
Anyway, that was long before I ever knew transitioning was possible and the pin in my nipple got ripped out during a bit of a tussle
Being that you are on HRT, I would not recommend it unless you are a sadomasochist

But if that's the case, enjoy the pain