If you created a pin/spike from a sapphire and stabbed a Windrunner and then pierced yourself with it you probably would capture the spren.
Net loss in Power would probably be one of the surges. Oath level stays constant.
Creation of a surgbinding "mistborn" this way by capturing the spren from each order will drive the person insane with 9 or 10 different spren of which many don't go along either with each other or the personality of the receiver. They cannot perform any moral action that will not alienate one or more of the spren and in the end make deadeyes of them.
Must shardblades alway be summond in the hand of the owner or can they be materialized at a distance, like in the body of someone? In the later case the surgeborn can simply sit in a chair with 9 instantly summonable sharblades and cause problems for antagonists.
Capturing the bond of a bondsmith spren by hemalurgy seems unlikely, this would only kill the bondsmith. In my head capturing a god spren would require a spike the size of a Saturn V rocket which be cumbersome to carry around in your body.God spren cannot be contained in a simple spike.