Hi JDW, you did everything right but you can also do it even righter if you want. I'm presuming that you backed the pin out a quarter turn and not tightened it a quarter turn??? which of course would have been better. Ideally the pin should be tight with cap supported and both parts actually in the frame supported also. Otherwise the pounding it gets on firing results in looseness sooner rather than later. That's why it takes a lot of fitting to make a perfect cross pin. An amount of work generally not justified except where the gun has special value. Only you can decide. I'm also presuming you have access to a lathe and know how to cut threads up to a shoulder??? I've found O1 steel fine for the purpose, perhaps not the nicest machining steel in the world, but it will take a polish to a fare thee well and doesn't need to be ( in fact shouldn't be ) heat treated.