I have pressed in a few pins this way, make sure the pin is set in straight, it is not damaged or has a rough edge on the leading edge and they go in relatively easy. Oil the pin and hole also. You have to go slow and not overdo it as you are putting a lot more power into it than hitting it with a small hammer and a punch.
Biggest help is to put the pin in until it has a TINY amount hanging into the middle slot where the catch goes. The reason most fail at this is not aligning the hole in the catch with the roll pin properly and then the catch acts as an anvil that you beat the pin against. Once the pin is mushroomed you will never get it into the catch and you end up having to pull it. Once the pin hangs out slightly, and I mean slightly, you can align the catch onto the pin.
You can also bevel the edge of the roll pin slightly by taking an exacto knife and holding the blade at an angle to the pin end, scrape around it, beveling it slightly. Hard to describe but think of using the sharp edge of the blade as a scraper to cut a bevel into the edge of the roll pin. Also make sure there are no debris in the holes using a correct size drill bit by hand pushed into the hole. You can use the back side, not the cutting edge. Plenty of crap can get in the anodizing, making this hole rough and undersize.
Alumablack works well IMO but just leave it. If you end up shooting it at all it will end up nicked and scratched, not a big deal.