Heat treating a pin

[JimDawson]

I built a knurling tool a while back, I used a shoulder screw for the axle. They are hardened.

 

[benmychree]

Dowel pins are commonly used for pins for knurling tools, I have one so equipped, they would be better than anything that you could make so far as wear resistance is concerned.

 

[Jimsehr]

I would look for the right sized hardened steel and go with it. Too much trouble to bother with trying to heat treat a couple pins.