I would give grappling characters a Reflex save, but without DEX bonus. It's perfectly plausible - maybe the grappling character uses his grapple-partner as a shield? However Pinned characters are immobile and should not get Reflex saves IMO. Personally I'd think it should be possible to coup-de-gras Pinned characters, but the rules say 'immobile but not helpless', so I guess you can't.