how would this work for a ContentPane created dynamically? 

so ContentPane pane = new ContentPane();

I've tried ContentPaneEvents.AddPinnedHandler(pane, OnPanePinned);

but the event doens't seem to fire when the pane is pinned/unpinned

I have just implemented your suggestion also but had a slight problem.

The Pinned and Unpinned events did not appear for the ContentPaneEvents (I got the error "The property ContentPaneEvents.Pinned does not exist in XML namespace..." when compiling)

However, I resolved the problem by changing

        public static void AddPinnedHandler(UIElement element, RoutedEventHandler handler)
        {
            element.AddHandler(PinnedEvent, handler);
        }

to:

        public static void AddPinnedHandler(DependencyObject d, RoutedEventHandler handler)
        {
            (UIELement)d).AddHandler(PinnedEvent, handler);
        }

and repeating the same change for RemovePinnedHandler, AddUnpinnedHandler and RemoveUnpinnedHandler.

Thanx.

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In the snippet I provided, Unpinned and Pinned are routed bubble events raised on the ContentPane so you need to define local handler as you would for other events.
e.g.
private void OnPaneUnpinned(object sender, RoutedEventArgs e){ }
private void OnPanePinned(object sender, RoutedEventArgs e){ }