sorry, but I don't like the pins you are using. 2 things I have issues with.
1, the weldon cut out is on the edge of the collet
2, the pin is not long enough, ER collets need a deep take, and you are just shy of what I would call a proper bite.
so the 2 combine to give me no confidence in your setup.
next, ER collets are a little finicky. I find that you must clean the taper out with your finger to make sure its clean, and the collet.
Then when installing them, I like to spin the part / collet while just touching, to make sure it feels right, if it loosens, then tightens, go back to the loose... so it can pull it in further.