Drill a 1/2" size hole in a 2x4 about 1/2" deep, place the broad head on the wood with the hole you just drilled under the pin. Take a small nail, or other strong thin piece of metal, and gently tap the pin until it comes out the other side. Repeat the process to reinstall.
The ones I have had the set screws before they changed. The set screws all have stripped out and are near impossible to remove. I am sure I can drill them out but a better option is to send them back and getthem to replace them.