I usually squeeze the ball with pliers, upon which it cracks. The loop-through-ball option can work, but on my older mandolins the knot then pulls too tight and there's no room for the balls in line. Plus the edge of the ball can pinch the string and cause it to fail.

Yes, I was very wary of looping round the pin - specially as these happen to be plastic ones. I'm not quite sure what Bernard meant. Perhaps to twist round a spare ball? I have none of those, as they are destroyed in the removal process (which I very rarely do anyway).