Neither. I'd sew a tiny tab with heavy duty snaps to the dress where you want the wire to attach and either loop it around or have a matching tab on the wired section. Snaps are more reliable than velcro when you want a very small area of attaching. If your pins are in more than one area, so will you need snaps & tabs in more than one area.
Pins will pull & tear your dress with movement. Sewing makes it difficult to pack, travel & wash.