Double pronom phrase

When you replace an object with a pronoun, the strict rules for word order kick in and require the pronoun to move in front of the verb. Furthermore, à moi is replaced by me, which is the indirect object pronoun of the first person singular. That said, there are a handful of verbs which defy this rule (it wouldn't be French if there weren't exceptions), like, e.g., penser: Je pense à Pierre --> Je pense à lui (and NOT Je lui pense ).