If you fancy leaving the threads intact, I find the easiest way is to leave the bolt on, undone to flush with the end of the thread, obviously the pin won't fall out, which, if you're working near a fridge can be a good thing, but it'll be loose so when you take the bolt off, the pin falls neatly and professionally into your greasy palm!
Personally, I've always gone for the one big hit method of 'percussive maintenance'...