I have bent the spring as is I suspect is common practice with success, but have never felt comfortable with the procedure.
My personal method is as follows
(1) To avoid the issues experienced with pin vises, I have machined a small watchmaker collet holder used in place of pin vises per first attached photo.
(2) The mainspring is inserted in the barrel along with the winding arbor. It is then mounted in the collet holder by the arbor and mounted in a vise per second photo.
(3) The spring is then pushed against the arbor while rotating the barrel where it will catch the arbor. Continue to rotate the spring barrel a few turns until the inner coil forms around the arbor and remains connected when the spring tension is released.
For beginners that may read this, I would like to add to my post #5.
Regardless of spring supplier, sooner or later you will likely encounter a spring that will not connect to the winding arbor inner coil without assistance for whatever reason.
While the use of the winding arbor will be the safest method of fitting/forming such a spring, I use the method described on all watch mainspring installations and disassembly.
First, it is a very safe and easy way of rotating the spring to seat the arbor when installing a properly fitting spring. In addition and more importantly, it only takes a couple of seconds to apply a load on the spring and check the seated position on the arbor under a loupe. While this is not common, what I am looking for is where the tip of the spring is lifting the spring part way off of the arbor hook even under load. While this may correct itself under use, I never take the risk especially on a movement of value that is not equipped with a safety pinion.
An example of what can be encountered can be seen in the attached photos. (A handy uncleaned junk barrel and spring for illustration)
In the first photo, the spring is fully seated on the arbor per arrow no load.
In the second photo the same fully wound spring is not securely held in the original secure position and is a accident waiting to happen per arrow.
To apply the visible full wound position took all of 10 seconds to find a arbor issue that would not normally not be suspected. Since fingers are involved, it is a test done during disassembly. After cleaning, a modest load can be applied without touching the spring.
The procedure also allows the use of spring winding barrels to safely remove existing springs from spring barrels after a arbor test.