--to have the nerve conduction and EMG done, if only to see if there are problems with the myelinated nerves that involve muscular control and the sensations of mechanical touch and vibration (these tests cannot measure the functioning of the tiny unmyelinated nerves that subsume the sensations of pain and temperature).

Depending on the pattern of results, and especially the location along the nerve tracts of any abnormalities found, there may be some indication of cause.

Reduced pinprick sensation does imply some sort of neuropathic process going on, but it's a rather inspecific finding, and there could be a lot of possible causes, ranging from problems in the spine or with the spinal nerve roots to more systemic conditions.