If you tried to press the pin out, and it just won't come out, or maybe the pin is actually ground flush on both ends so there's nothing to press, then you will have to get a 1/16" end mill (not a drill) and drill out a bit of each end.

Give it a few cycles of heat - lubricant.

Then use a 1/16" flat pin punch and hammer at the pin. But don't use your full strength: that will just compress the pin and expand it, making it more stuck.

If that still doesn't work, you'll have to drill out the entire pin, which is unfortunate because now you will have to replace the pin when you assemble the machine.