I made a straddle knurler that used a small screw and washer to retain the HSS pins. The washer engages a small cut in the pin. This both retains the pin and prevents it from rotating. Plans were generated by Mikey (RIP). https://www.hobby-machinist.com/threads/a-straddle-knurler-for-the-sherline-lathe.83843/ I used HSS for the pins, so they'd last a while. So far, the pins are in good shape.The hole holds down an annoying small part that fits into a groove on the pin that the cutter rides on. Googling around it looks like most have taken a different approach