I've tried to prove the naturality of the pullback of a connection. I've reduced it to the following question:
Is the pullback a surjective mapping on the space of sections of a vector bundle? i.e., suppose I have a smooth vector bundle $~E\to M$, and a smooth map $~f:N\to M$. Then is $$f^*:\Gamma(E)\to \Gamma(f^*E)$$ surjective, where $f^*E$ is the pullback bundle over $N$?
It seems intuitive, but I'm struggling to prove it.