On windows you can use AutoHotKey to catch Crtl-W and require confirmation or ignore, etc. AFAIK there is no way to do it for just pinned tabs. Here's a script I am using. I am not very proficient with AutoHotKey, so there may be a better way to do it. There are other tools like AutoIt as well.
Global bflag
SetTitleMatchMode,2
bflag = 0
;
; script to verify cntrl-w tab deletion in browers
;
;#IfWinActive, Notepad
;#IfWinActive, Chrome
GroupAdd browser, Chrome
GroupAdd browser, Firefox
GroupAdd browser, Vivaldi
GroupAdd browser, Opera
GroupAdd browser, Edge
; for testing
; GroupAdd browser, Notepad
#IfWinActive ahk_group browser
^w::
SplashTextOn, 1000, 50, Delete, press DELETE to confirm or escape
Suspend, ON
Input, SingleKey, L1 T1, {Del}{Escape}
SplashTextOff
IfInString, ErrorLevel, Del
Send ^w
Suspend, OFF
Return
; End