So far I have hammered the hell out of it with the included punch and a another punch I have. This is after i submerged it in PB blaster, wiping it, and heating it up with a heat gun. This seemed to have gotten the cosmoline out since the firing pin rattles loose now. The bad news is the retainer pin still isnt budging. WD40 had no effect either. At this point im considering taking it to a gunsmith.
Use a real punch, not the tools from the cleaning kit
If you have cleaned it good enough so the firing pin rattles back and forth easily i wouldn't worry about it and go shoot it
They can be stubborn to get out but I don't think they need to be removed for every cleaning, like was said above boil it in water to clean it and if you shoot corrosive through it boil it again to clean it, then oil afterwards
I did that too. I was using a 3mm steel punch and set the bolt against a wood block with a hole I drilled out. Still not budging.
I'll try the boil method tomorrow after work.