in Jon's extensive testing, using redirect domains (on a separate Pinterest account!) seems "safer" because if those domains get banned the original money site domain isn't touched.
That's not to say it might never happen - anything is possible.
However, in your worst case scenario you're exactly right. It's what Jon's done in the past when he's pinned too fast (he pushes the limits to see what he can get away with, I hide in the slow corner for safety )
So if your redirects and money domain get banned, clone your money domain content onto a new domain and set up new redirect domains as well. From what we've seen it doesn't matter that all the content is duplicated - Pinterest is not Google.
Remember though that steady pinning and allowing natural growth of a Pinterest account seems to provide maximum protection against bans/suspensions.
That's why I'm happy to go slower even than Jon suggests.
To paraphase my all-time favorite character in Star Trek........."Pin slow.....and prosper"