I thought after running a Quality Check, the library window already showed only the pinned books? However, if that's not the case for you I think typing
marked:true in the top search box then pressing the
Go button should result in only the pinned books being displayed.
I don't know of a way to download multiple covers in one go. I don't see anything in the Change cover section of the Bulk Edit Metadata screen. That doesn't necessarily mean there isn't a way, it just means I've never needed to use it 
If there is a way, hopefully someone with better knowledge will be able to enlighten you.
If I needed to do this myself, in the absence of better info, I'd
1. run the Search mentioned above
2. Edit Metadata for 1st book in list and run Download cover option
3. Press Next in Edit Metadata window to take me directly to Edit Metadata for next pinned item.
4. Repeat 2 & 3 until done.