The classic dilemma about how to seize off your turnbuckles for your shrouds is never ending. If you use cotter pins, you will have little legs sticking out to snag your running rigging or your flesh! If you bend the legs so they are hidden, they might not be able to stop the turnbuckle from spinning! Also, over bent legs are at a higher risk of breaking due to the stress of bending so far.
Instead of cotter pins, you can also try ring pins, as these have no sharp edges, but they tend to work their way out of the hole and fall off, thus making them an undesirable choice.
The next option is to use seizing wire and wrap the turnbuckle to the screw hole. This option works well, holds everything in place, and offers no sharp points for injury. The problem with this setup is it will take a while to undo if you need to tune your rigging.
Another option that is good for day sailors and small craft is to use welding wire bent through the screw holes. It will hold everything in place, but it is not a very strong option and not recommended for larger yachts or blue water cruisers, were the stresses are higher.
As of now, you might be thinking that there is no good option to this problem, and that each solution introduces new problems.
Rod Sinclair shared with me these photos from his yacht where he devised a creative solution to the entire debacle. He uses a stainless steel nut above and below the turnbuckle to lock everything in place.
The reason this works well is because stainless steel has a tendency to gall. This means that if you push stainless steel against something hard enough, it will stick to it. The bronze turnbuckle is simply set in position to tune the rigging and then the stainless steel nut above and below it are tightened onto it. When the nut is tightened against the turnbuckle it will push onto the sides of the threads of the screw and gall, making it very secure and difficult to loosen on its own.
This solution is the best of all worlds because it is never going to snag your rigging or flesh and it is quick to remove for adjustments.