How did Raphael paint halos?
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A article here discusses some of the techniques used by artists of the era, and the probable answer is that sketches were made separately and then transferred onto the main work-essentially tracing from the sketch.
The linked article points to a video by the Getty Museum Almost Invisible: The Cartoon Transfer Process which goes into detail on some of the possible processes involved, including the creation of a 'carbon copy' using a stylus tracing an original with a layer of charcoal or chalk coated paper in between.
Another video, Raphael's technique goes into detail specifically concerning a different transfer method done by piercing the original sketch and then dabbing a charcoal powder through the holes, and then 'connecting the dots'.
Any of these methods would allow the creation of the halos by whatever method being used to create them, and then transferring that sketch onto the final product, without any apparent pin holes.
(One other technique I am aware of for creating an ellipse involves casting a shadow of a circular object (for instance a plate) held at an angle to the light source, then tracing that shadow.)
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Source: stackoverflow.com
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