Yes, I did one at the beginning of this year. I'd previously done a couple of VO2 / ventilation threshold tests - so just with the mask measuring the CO2 and O2 you're breathing out to estimate threshold, but this was the first time I'd done the pin prick test.
As you no doubt know (and depending who you listen to) there are two lacatate "thresholds". The ventilation threshold tests estimate the upper threshold (max lactate steady state, OBLA, anearobic threshold, whatever you want to call it!) which corresponds well to your FTP. The blood lactate pin prick test also measures the lower threshold which is the initial rise in lactate from its resting baseline. This corresponds to the transition between training levels 2 and 3 (base to endurance).
Most of the talk on training these days seems to concentrate on FTP and this higher lactate threshold as the be all and end all, but ignores the lower threshold. The Coggan/Hunter book for example has the power test at 5s, 1m, 5m and 1 hour/ftp - it doesnt go out further than that to, say, 3 or 5 hours. I think there are a number of reasons for this including the straight forward practical one thats its much easier to measure the higher threshold - you can get a good estimate with a 20 minute power test, but very difficult to get a good measure of your 5 hour power! Also its sounds better - my FTP was 325w (at 72kg) which sounds much cooler than my initial lactate threshold at 218w; FTP is more relevant to many competitive events such as 10 and 20 mile TT's and < 1hour crits; and finally, for many people today its possible to fit in 2x20's and the like but very difficult to schedule three or four 3-5 hour rides in a week.
From the lactate testing I found that although my FTP/second threshold was good (relatively! I was happy with 325w anyway), my initial threshold was poor at 218w - so I could perform up to an hour, 90 minutes, whatever, but it explained why I'd suffer on the longer stuff. As I was looking at doing some big long chunky events such as 100 mile road and stage races, the Raid Pyrenees and a couple of the big euro sportives, this initial threshold was my weakness.
The fact that you could raise your FTP, but with little effect on you base/endurance was a surprise (although in retrospect it shouldnt be as you can raise your neuromuscular power with little effect on vo2, your anaerobic with little effect on ftp, etc). I personally I found it useful to reorientate my training, and to break from the "cult of the FTP"
The traditional long steady base/endurance pace rides still have a place; just because I dont measure them in a 5s/1m/5m/ftp power test doesnt mean that I can ignore them!
As an aside If you have a power meter, I dont see the point in measuring the upper lactate threshold at all; the 20 minute or 1 hour power test will give you the power you need for your ftp (knowing your lactate goes exponential from 4mmol/l at 317w doesnt give you anything you can actually use at home)