She's just playing, its nothing to worry about. In fact, this kind of "self entertaining" play should be encouraged, so she learns another positive way to keep her occupied and her brain going. Toos' are notorious for behavioral issues stemming from a need for attention, so the more positive/fun things you can teach her to do by herself, the better! Do keep an eye on her with the bobby pins though to make sure she doesn't accidentally eat one. Perhaps introduce something else she can play with that's more parrot-friendly. My dads goffin also does this little "game". He likes to take his peanuts or small wood beads and shove them under his wing pits, bounce them with his wings and roll them down his back. I think it may be a too' thing, because I've never seen any other species do it.
