It lost a gear locking pin on take off from LPL enroute EDI. LPL rwy inspection found the pin and advised ATC to inform the Emerald HS748. Aircraft turned around and dvierted back to LPL. Aircraft landed safely. There was the worry that as they would not have any nose wheel steering they could have gone off the side of the rwy but thankfully the wind was more-or-less down the strip and at about 4 kts.