I think this problem has only occured on ZX6 and GSXR600 models with radial calipers.

Thats not to say that for peace of mind you could get the same caliper pins for other bikes as well.

The little caps you have on your bike are only intended to keep dust/dirt out

And don't forget ANY caliper pins that are held secure by R clips are required to have the open end of the clip lockwired.