Never been a lover of the ordinary single slit roll pin. Especially not now when there are so many truly crappy ones about. As in most of the economically priced multi-size sets. Being improperly made of poor materials they are weak and easily deform.
Spirol type where the material is rolled up inside the pin rather than being a simple slit cylinder are far stronger. Much more expensive tho'.
Official engineering way is taper pin. But then you need a reamer too. Who can buy one taper pin? And from where?
Plain steel pin from available material as suggested by Jim will do fine.
Another strong type to look out for is a solid pin with one or two sharp ridges along its length. Looks like they have been raised by knocking a sharp chisel straight into the side. Sorry dunno the right name but the box of various sizes I found way back have been very useful.
For small jobs don't discount the humble nail trimmed neatly to length. Albeit stronger, proper wire, nails rather than the modern DIY shed tat. Probably need to hunt in Dads or Grandads handy box for them. That's why I keep my stash of old ones. Pop rivet mandrels are good too. I keep some of each size about for small pins, temporary dowels et al.
Clive.