+ yum install -y katello-headpin-all

+ katello-configure --deployment=headpin

Starting Katello configuration
The top-level log file is [/var/log/katello/katello-configure-20120521-132835/main.log]
err: /Stage[main]/Thumbslug::Config/Exec[add-thumbslug-user-to-katello-group]/returns: change from notrun to 0 failed: usermod -a -G katello thumbslug returned 6 instead of one of [0] at /usr/share/katello/install/puppet/modules/thumbslug/manifests/config.pp:6
Creating Katello database user
############################################################ ... OK
Creating Katello database
############################################################ ... OK
err: /File[/etc/thumbslug/thumbslug.conf]/ensure: change from absent to file failed: Could not set 'file on ensure: No such file or directory - /etc/thumbslug/thumbslug.conf.puppettmp_8442 at /usr/share/katello/install/puppet/modules/thumbslug/manifests/config.pp:12
Creating Candlepin database user
############################################################ ... OK
Candlepin setup
############################################################ ... OK

It seems "thumbslug" package is missing, it should be added to the katello-headpin-all package.