Yep, ideally the end tapers on the roll pins would be ideal, but more often you end up with a roll pin that the end tapers are more of a nightmare instead (read going to just scrap the metal out of the inside of the channel to end up causing a build up between the tip of it, and the channel it trying to being driving down cleanly).
Roll pin that you know is going to cause you nothing but problems is not cleaned up.
Verses a roll pin that does not need to be cleaned up isntead.
As for the bluing that your going to end up removing off the steel roll pin tip, and even the back of it as you are driving it in, a quick touch up Super blue will look like the pin was never touched in the first place.
As for any marks in the aluminum parts, aluminum black has you covered on these.
On both, Q tip with acetone to first de-grease the areas before you use the solutions to re-blacken such.