Horseshoe nails are normally used to temporarily hold glass and lead in place while assembling the panel. The flat side of the nail goes against the lead. If the final lead is in place, try to put nails where there will be a solder joint. This will hide any "dings" in the lead. If no lead is yet in place, use a piece of scrap lead to protect the glass from chipping and to raise the glass to a common level before placing the nail. When pulling a nail, rock it in the narrow, side-to-side direction in order to prevent bending the tip.
An even more convenient nail is the round German nail which is hardened steel and sharply pointed. This nail can be started with one hand which is handy when your other hand is busy holding everything together. Use a twisting motion to pull the nail.