I haven't tried this, but maybe heating the area to 500-600 degrees with a small torch would loosen the pin enough to pull out with a strong magnet. I've found an infrared thermometer to be helpful checking to see how hot something is when heating it for reasons like this. Otherwise, it's hard to tell the difference between 200 and 500 degrees.
Arc welding a welding rod (or any piece of round steel) to the pin and pulling with that also sounds like a good idea to me. You'd just need to be careful to get it centered.