Using a couple of small small cut-down panel pins is less drastic, (knock them into the top, cut off the tops of the pins to leave a couple of mm exposed, press the bridge down to mark the positions, drill a couple of small holes and fit) and allows them to be removed and new pins fitted in a slightly different location if you ever decide to switch string gauges or types which need bigger intonation adjustments. Epoxy or CA really isn't a good idea.