I am debating this myself. Have tried soldering on a couple blades ... and my biggest concern is clean up of residual solder around the front and back of the blade. You need to use a file, and that either does, or risks, scratching the finished blade surface. Epoxy (though i have not done this yet) is apparently very easy to get clean with a q-tip and alcohol (prior to setting of course). I talked to Horeswright about this, and he says he uses epoxy (JB Weld?), and has had no problems with it (and also says he has had soldered bolsters fail in the past). Based on that, My next attempts will definitely be with epoxy.
He also says he peens his mosaic pins, which i am still confused about ... but perhaps i misunderstood. Maybe Dave you can clarify that point here?