Zig zig pattern works well on stuff like skirtings and even on wall panelling, but you do need to be generous with it, you need slide your components into the final position not just plonk them on the wall (in order to break the skin that might have formed on the adhesive) and you need to accept that there might well be gaps at the top between the panelling and the plaster - this either gets caulked or a scribed capping is added to ensure a neat joint. You may need to add packer pieces at the joints to keep everything straight even when the wall isn't
Pins alone, even 15ga ones (which are noticeably thicker than 16ga pins), just won't work, no matter how hard you try. I suspect that the reason you couldn't get stuff to lay flat was that you didn't nail it in addition to glue first time round, but TBH plastered walls are rarely perfect (and lath beneath even less so) so I'd live with a straight panel (checked with a long spirit level or similar) and called gaps/scribed capping. BTW you don't absolutely need a nail gun - on small projects much of what you are trying to achieve is doable with a hammer, nail punch and either small oval nails or panel pins. Holes can be filled with a 2-pack filler, even Isopon car filler will do well, but realise that 2-pack can"t be hand sanded, it needs a power sander
If you are having difficulty using solvent-based grip adhesive (such as GripFill green) then switch to a non-solvent version, such as GripFill yellow. These take longer to set, but can be a bit easier for less experienced users to manage, not to mention any squeeze out on your hands just washing off with soap and hot water if dealt with promptly
Finally, if your wall really isn't straight (checkable with a 6ft level or piece of straight, planed timber), you might want to consider battening the wall out with 2 x 1 slate laths (3 horizontal ones) and fixing your MDF to that. The battens are screwed (or skew nailed) through the lath and plaster into the studs and packed out as required to give a straight ground to nail your panels onto (glue not required). Use a string line and traveller's to check for straightness