Thanks for replying!
Dollyverse (I love their needles) told me to use a size seven, they also said to widen the holes with a needle first, and sent me a free one for that purpose (but I'd still use a thumbtack as the needle they sent was literally a needle, and had no handle). But when I looked at my princess Celestia (she's pink Celestia, so she's like "please make me into someone else") the holes looked huge. I was thinking a size four needle. Then I saw a MandaPanda video on youtube where she made a pony into Belle from Beauty and the Beast and the holes looked very small. But that pony was painted, so the holes had some paint over them and maybe that made them look smaller. Since I have fives, sixes, and sevens, I'll just use the fives. If they all break I'll switch to sixes. The holes look really big to me, but I have not prepped the bait pony yet.
I don't buy needles from craft stores because they seem to sell sets of different sizes, but it's like one or two needles per size. From Dollyverse I can get twenty per size and I don't have to cut them myself, but they are really asymmetrical, which I need.