PA-28's are a little more challenging to control cock than "stabilizer/elevator" configuration aircraft. I have been content to gently tie the control column fully forward, the plane will sit happily that way. It would be a very unusual wind which would force the stabiliator against that.
However, otherwise, I use the pin through the control wheel, or much worse seatbelt, only as a last resort. I know that manufacturers have provided that means, but I have repaired several Cessnas which have suffered internal aileron control system damage from the use of this type of lock. Such damage is easily cause, hard to detect, and expensive to repair. For ailerons I ALWAYS use the padded top and bottom locks between the flap and aileron trailing edges. To be sure, ti tie them forward, under the wing, to the tiedown ring, so they cannot slip off.
It is ideal to assure that you have parked your aircraft into the wind, and anticipated wind, whenever possible. Pilots forget this sometimes, and park neatly in a row with the other planes parked downwind, because the airport thought the tiedowns out poorly. I'd rather non conform, and prevent damage to my flight controls.