Hi Robert,
As pinning is meant to be used to prevent a build from being removed during cleanup, it really depends on your workflow. In the example outlined in the tutorial, I would probably pin the CI builds that are promoted to any of the target environments. It could be useful to also pin the deployments as well, because those are the actual binaries that are in production and they can be used to do troubleshooting if needed. It would be a shame if a cleanup removed those binaries, right?
Hope this helps,
Maarten