During my time at Guang Ji Hospital I was there with 20-30 other foreign patients, and nobody ever broke a pin. They bend but don't break. When you hammer a nail at an angle, it will bend rather than breaking. That's just a property of metal. If you want to "break" it you usually are actually cutting it.
In the unlikely event a pin actually breaks, you'll know from x-rays. Your doctor likely put in enough pins that there's redundant support for your legs, so they won't buckle just because one pin breaks.
