I don't think it's a good idea to staple them. In fact, the instructions clearly say not to staple them or bind them in any manner whatsoever. I understand that this may cause some inconvenience and/or anxiety - it certainly did for me. I still went ahead and stacked up the unbound sheets in the specified order, inserted them in an envelope, shot a quick prayer to the heavens that the stack somehow doesn't get messed up later in the process, and sent it to the Immigration office, with the temperament of an anxious parent who lets go of his or her child on the first day of school.
The reason they ask not to staple or bind the sheets is because international mail goes through a series of security checks and scans at various points, and anything metallic in the envelope will set the scanners beeping.
Use paper pins