So the pin finally broke. It happens even to the best.
Hopefully, you still have the hex key that came in the package. It is a standard American size. With the key you can remove the pin and re-sharpen it.
The easiest way to re-sharpen it is by rolling it in your fingers on the side of a grinder or belt sander. Using a cordless drill for the rolling affect works great. Do not let the pin get hot as it will loose the temper, so go slow and/or dip it in water frequently. Sharpen it approximately 3/16"-1/4" from point to the end of the taper. Touch the pin straight on to the grinder to take off that surgical point; it doesn't need to be that sharp.
With the needle still in the drill I recommend polishing the point end with 220 sandpaper and even 400 for easier insertion. While you are at it why not sharpen both ends so next time you can just turn the pin around.
Re-insert the pin with approx. 3/8" projection from the tip of the rocket to point of pin and tighten the set screw. You will have plenty of pin left for many more sharpenings.
If the pin is soft or bends the tempering has been lost at the point. Trying to re-harden it without it becoming brittle is very difficult so the best way is to cut off a 1/4" and re-sharpen it without getting it hot. Using a water cooled grinder is the best.
When you run out of pin you can get a package of 3 pins for $2.00 plus $1.00S/H. Just hit this button Pins to buy online or send a check or money order to:
Rocket Anchor Mfg.
5268 Timucua Circle
St. Augustine, FL 32086