Marko,my Rocky always tried to mount Chico and sometimes had him pinned down to the point Chico would cry,that's when I interfered.
Most cats I have had,will try to hump pillows or stuffed toys,it's not at all unusual.
The problem is with your girl IMO,she has no fur and I think it's quiet possible he will one day puncture her skin,but I am certainly no expert..
"The cruelest animal is the Human animal"
3 kitties,Rocky(r.i.p my boy),Chico,Vinnie