Hold packages back from updates without APT Pin?

The answer is to use dpkg --set-selections. If you run the command dpkg --get-selections you can see what is set already:

$ dpkg --get-selections | head
acct                                            install
adduser                                         install
apparmor                                        install
apparmor-utils                                  install
apt                                             install
apt-transport-https                             install
apt-utils                                       install
aptitude                                        install
at                                              install
auditd                                          install

Consider, in this case, the package dnsutils:

$ sudo apt-get upgrade
Reading package lists... Done
Building dependency tree
Reading state information... Done
The following packages will be upgraded:
  bind9-host dnsutils libbind9-60 libdns64 libisc60 libisccc60 libisccfg60 liblwres60
8 upgraded, 0 newly installed, 0 to remove and 0 not upgraded.
Need to get 1,257kB of archives.
After this operation, 0B of additional disk space will be used.
Do you want to continue [Y/n]? n
Abort.

Now let's change it - put the package on hold:

$ echo dnsutils hold | sudo dpkg --set-selections

Check the results:

$ dpkg --get-selections | grep dnsutils
dnsutils                                        hold

Try the update again:

$ sudo apt-get upgrade
Reading package lists... Done
Building dependency tree
Reading state information... Done
The following packages have been kept back:
  bind9-host dnsutils libbind9-60 libdns64 libisc60 libisccfg60 liblwres60
The following packages will be upgraded:
  libisccc60
1 upgraded, 0 newly installed, 0 to remove and 7 not upgraded.
Need to get 29.9kB of archives.
After this operation, 0B of additional disk space will be used.
Do you want to continue [Y/n]? n
Abort.

Now, dnsutils - and its related packages - are being held back, just as we wished.