Had a similar problem with D1-4 pins on a Chinese 5C D1-4 chuck, cleaned the threads and the relief near the stud. Was surprised that they did not seem hardened.
Elmo, there is a nice thread on centering with the 4 jaw chuck, lots of information. I prefer to use two keys, just find it faster to do both jaws at once, then tighten up one key to get the last tweak. Independent four jaw chucks are probably a bit more challenging with smaller stock, I just find with the larger jaws/flats that stock may twist a bit when tightening everything up. Mostly use a 5C for anything under an inch, seems to work well, but one needs a lot of collets and a bit slow if you are using a 5C chuck.
http://www.hobby-machinist.com/threads/quickly-aligning-a-four-jaw-lathe-chuck.34609/