In a pinch, you can make headpins from fine silver on a gas stovetop instead of using a torch. You can use the same tools as in the tutorial.

Turn the flame up very high, and make sure that the wire is in the hottest part of the flame.
Because the temperature fluctuates, the ball may need to be left in the heat a fraction of a second or two more, or it will have a little pointy nubbin or be oblong.
If this happens, just carefully heat it again.

The whole process is easier to see if you dim the light or stand in front of the light source.