Relearning my way around Windows, here is a useful trick (and it's easer than doing it on Linux):
To start a program pinned to one core, invoke it from cmd.exe with a
parameter /affinity <core bitmap>. For instance, for Parity, replace the
target with
cmd.exe /c start "Parity" /affinity 1 "C:\Program Files\Parity\Parity\ptray.exe" ui