I came across mention of this technique on the Pirate 4×4 board and was intrigued.  The idea is that rather than just keeping the plasma arc stationary and pointing straight down during piercing, the nozzle should be moved back and force in one axis a small amount.  This keeps the backwash from the jet from flowing straight up and reducing the life of your consumables.  Apparently, the technique is also applicable to abrasive waterjet cutters for similar reasons.  Some CAM packages, like Sheetcam, have built-in support for wiggle piercing.  But even if you package doesn’t, it would be pretty easy to add a wiggle pierce to an existing program using our G-Wizard G-Code Editor software.

According to the article, you’d need g-code something like this:

G1 X.06F25.
X-.06
X.06
X-.06
X.06
X-.06

Assuming the torch is at the pierce location in Y and Z, this snippet assumes relative coordinates and wiggles the torch back and forth in X a distance of 120 thousandths either way.  The post further suggests you take your normal pierce delay and use a shorter value, about 25% shorter than your normal pierce delay.  You’ll need enough moves to keep the torch wiggling for that duration of time until the pierce is done.  Again, this is easy to arrange with G-Wizard Editor since it tells you the execution time of every code block.