The pins i used (had them at home, dont know the source) did work right out of the box with no sanding, it surely was tight but i did not need too much pressure to fit the bearings to the shaft.
@neotko, it sounds like you have got hardened pins, those are as hard as the file so thats why almost nothing happens. You can soften it by using a small gas burner to heat it to red hot and let it cool in air.
A M5 screw is not that good of an option, i would look for a piece of silver steel rod (a good hardware store) or just a 5mm stainless steel shaft (hobby/rc stores can be a local source), both