The Pins may have a clearcoat on them. A lot of MFG. are now using lower quality metal blends, and they clearcoat them to
keep them from easily rusting... and or just to keep them from rusting on the cargo ships, from the Factory origins.
Take some sandpaper to them, and pre-test them for continuity, and resistance, top to bottom.
As for your gears... I suggest making wooden shaft collars, that you can glue on the gear face, and additionally,
drill and screw in two tiny woodscrews from the backside of the gear, into the wood collar.
The only tricky part is centering the collar. You can draw two cross-lines, and center-punch a dot on a large dowel section.
It would be easier if the gears still had the small center-holes.. and you could use a nail or small shaft, as a centering pin.
Flattening the tiny raised center hub area, for the Inside surface... via sanding / chiseling.
Drill a small enough hole for the centering pin to go down about 3 mm, and then lock the gear in place to the dowel.
Glue / Hot-Glue could be put on the inside faces.. then pressed together. Or, glue from the gear side, on the exposed
gear holes.
Lock the gear completely, with narrow and tiny woodscrews, on the far edges of the gears spokes. At least two, should be fine.
Now you can remove the center-pin.
Lock the dowel in a drill-vice, over a scrap 2x4 over-drill section.
You could either drill from the dowel side down through the gear...
or
Drill from the gears center hole, down through the dowel.
or
If you do not need the shaft to go all the way through the gear... you could drill a certain depth,
that only goes through part of the dowel... leaving the gear largely as-is.
I drilled mine completely through... for a homebrew Starwars Yoke. (Pass-Thru shaft)
Finally... you can now drill and Thread Tap, a set-screw hole into the collar, that will be used to lock the
shaft in place. Make sure its a little snag, as wood isnt as robust as metal. You could use a long machine screw,
depending on how deep your collar is... or you can pick up a box of various sized set-screws from harbor freight.
IMO, Gluing a shaft in place, is not a good option. Both in terms of maintenance, and in longevity + accurate performance.
Shaft collars are not that difficult to make, and can be made to be very Robust.