Yes, the pin nails are headless, so there is nothing to fill you have to look really hard to see any holes. I have used them in crown many times and other finish trim and never filled. The nicest part about that is that I can typically pre-paint or pre-finish which often is easier than with the pieces in place.
I love the UXL's. I have not even measured or EQ'd them yet, but they sound excellent for music and for movies they dig very deep and maintain their composure for everything that I have thrown at them. I also have two Captivator 1000's which I love, but I may sell them to go all sealed, or I may keep them for their impact and put them behind the seating position.
I currently have two and will add two more. I recently purchased a new house, which happens to have a perfect location for a dedicated theater, so I will be referencing your thread as well as the others here on AVS for inspiration and start the planning/building process.