A tentative response.
The only reference that may provide an explanation is found on Page 367 of The Merck Manual of Medical Information under the chapter heading “Peripheral Nerve Disorders” in a boxed text “When the Foot’s Asleep”:
“The foot falls asleep when the nerve supplying it is compressed. The compression interferes with the blood supply to the nerve, and the nerve gives off abnormal signals (tingling), called a paresthesia. Moving around removes the compression and restores the blood supply. As a result, nerve function resumes, and the paresthesia stops.” (Page 367, boxed text, The Merck Manual of Medical Information)
“Pin pricks” may be a form of a sharp tingle of the tip of the nerve that is compressed. The nerve may be reacting to the compression by firing or misfiring that is felt at the tips of the nerves.