I suggest using a long
eye pin in either the "thin" (22g) or "standard" (21g) thickness, and creating a wire-wrapped loop rather than a basic eye pin loop.
For both types of looping instructions, see:
Basic jewelry-making tips. (If you can't open that PDF file, there is a link to a
free download of Adobe Acrobat Reader at the top of our Projects page.)
When making a wire-wrapped loop, avoid the (black) gunmetal plating, because although it is one of my favorite metal colors, it is a more brittle plating than others, and doesn't survive much bending. Sterling silver is always a good choice, niobium is fun and keeps its color (but is a bit harder to bend), and most platings are fine to work with as well.
If in doubt, get a longer eye pin than you think you need, because you can always trim the excess.
All our head pins and eye pins.