Best How To :

You should be able to change PIN via unmanaged PKCS#11 API that can be easily accessed from C# with a managed .NET wrapper called Pkcs11Interop which I am the author of.

Here is the code sample that may help you get started:

using Net.Pkcs11Interop.Common;
using Net.Pkcs11Interop.HighLevelAPI;

namespace ConsoleApplication
{
    class Program
    {
        static void Main(string[] args)
        {
            // Load PKCS#11 library provided by Gemalto
            using (Pkcs11 pkcs11 = new Pkcs11("gtop11dotnet.dll", true))
            {
                // Find first slot/reader with token/card present
                Slot slot = pkcs11.GetSlotList(true)[0];

                // Open RW session
                using (Session session = slot.OpenSession(false))
                {
                    // Login as normal user with current PIN
                    session.Login(CKU.CKU_USER, "0000");

                    // Set the new pin for the logged in user
                    session.SetPin("0000", "1111");

                    session.Logout();
                }
            }
        }
    }
}