Howdy
This problem is very common with Single Action revolvers. Rugers too.
Here is the web address of Belt Mountain, who specialize in making the oversize pins.
http://www.beltmountain.com/
I do not recommend the pin with the set screw. It is a pain to remove, and torquing the screw a little bit too much can actually slightly bend the pin, binding up the cylinder. I have replaced the pins on both of my SAA's with these pins. On one pin I had to do a little bit of custom fitting. The Belt Mountain pins are not quite the same as the original Colt pins. On a Colt pin, the 'locking groove', for want of a better word, is cut with a lathe and runs completely around the pin. On the Belt Mountain pins, the groove is just cut across the pin on a milling machine. And there is an enlarged flange with a cutout for barrel clearance. You must b careful how you line up the pin when inserting it or you will jam it, just like on a Ruger. I had to do a little custom fitting on one of my pins. Basically, you want theh spring latch to pop home all the way with a good snap.
Take out your pin, and snap the latch, watching how far it goes. Now put the pin back in and snap it again. Did it go all the way home? Probably not. By using a Sharpie to mark the groove in the pin, you can determine where the interference is. Use a small jewellers round file to lightly remove metal on the pin just where the interference is. Work slowly, just removing a little bit at a time. You should see the latch start to pop into place better and better as you go. When it pops smartly all the way home, you're done.
I replaced the pins in both my SAA's this way. I shoot Cowboy 2 or 3 times a month with heavy Black Powder loads and they never loosen any more.