Teflon tape (also called plumbers tape, or PTFE) can be used on the bagpipe tuning pins for a thread-like adjustment while tuning. We also use this to seal screw threads on drone reeds and blowpipe sections for an airtight fitting. Used by some of the world's best players, this is a worthwhile addition to any piper's maintenance box.
Here is how we recommend hemping and applying Teflon tape: