Whenever I knurl, it's a messy stinky affair. Mostly from the copious quantities of sulfur based cutting oil which gets all over everything. All the photos show rather dry looking metal. Can't tell if you cleaned things up for the pics, or things were run dry. To me, the pin looks like it ran out of lubrication and maybe stalled or seized. I found that I needed to lube the pins in use, so there was a lot going on while knurling. As I said earlier, the sound of knurling changed ever so slightly as the pin lube depleted. A drop of machine oil on both sides of each pin (four spots) quieted that sound.
My pins are made from HSS and lubed every time it is used. Once used, the wheels and pins are removed, cleaned, oiled, and reassembled. My pins show a faintest of marking of wear optically, but nothing that could be detected by a fingernail or otherwise.
I made a scissors type knurler from plans on HM. Was a fun project, because I had no idea what I was doing, but persevered in making the tool. Came out far better than expected and I learned quite a bit about making precise parts to make a tool.