Wished i seen this earlier..cos the same thing almost happened to me recently with my Nautilus mini. Not so much that the pin was 'lost' as such, but the tiny contact bit inside the base broke off, so the coil was no longer connecting or 'earthing' properly. You can buy replacement contact pins easily from a variety of places, in my case, i picked up a new one from reputable Ebay vendor by the name of ejuicy..cost me £3.99 & free postage. Bit pricey for a tiny pin & seal...but it fixed the problem.
Not sure which tank MrDj is referring to, regarding screwing the contact pin, but on the Nautilus Mini, the 510 contact pin just pushes in/out, it's the seal that keeps it in..the other Nautilus tanks might be different though.