I thought that you were never meant to give PINs to anyone, but not according to this instruction from The One Account which is an RBS offshoot -
"If you wish to change your visa you will need to complete the tear off slip on the bottom of your visa pin and send this back to visa. The visa pin will automatically change in approximately a week, however, you will receive no notification of the change and you will need to be careful you don't exceed the three time limit on checking the pin has changed."
I think that the security risk is small, but I was amused, nevertheless.
Daytona