Sometimes it is easier to bake the front of your piece first and then attach your findings on the back after. This way your design does not get squished or messed up in the process. Use a tiny bit (not too much or it will be slippery) of liquid clay (Kato, Fimo, Sculpey, etc.) to bond the raw clay and embedded finding to the baked clay piece and then bake again. Just be sure that you have enough clay touching clay for a good hold.
For my scarf pins I like to attach a floating type clay bail in the back. The most difficult part of engineering the pin backs was making the space large enough to insert the scarf ends and yet not too large so it will stay in place. We wanted to be sure the bail piece was strong so I embedded a metal strip between two layers of clay before attaching it to the back.