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That makes sense. I don't know how you would bend the firing pin without a vise, pliers or hammer. However, since they get pretty hot in the manufacturing process (if they are milled) it could have simply warped. Or if stamped out, bent then.
I ordered one from Brownell's but their email suggests I won't get it any time soon. In the meantime, I am slowly filing the bent one until I can get it to move in the slot freely.
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If you're not the original owner, it may just be a firing pin that someone tried to replace and didn't know how to file something flat. They are cast pieces originally. It would probably break before actually bending. All the "milling" is done by hand or by file. The 39A firing pin is actually pretty easy to break based on the design. It's definitely the weakest link in the gun other than the ejector. You really have to count your rounds to keep from firing on an empty chamber.
This is one of those rimfire firearms that doesn't have any wiggle room when it comes to dry firing. If there's no cartridge in the chamber the front leg of the firing pin slams into the bolt and the tip contacts the edge of the chamber when the hammer falls. Do this enough times and it will break the front off. You can using a round file to relieve the 90 degree angle where the front leg meets the end of the firing pin - that in theory would distribute the force of the shock a little differently. Also, be careful of the overall length. You have to file the end length exactly flush or just a TINY amount short of flush with the back of the bolt. About the only other critical dimension is the front side of the front leg I was referring to earlier. Too much metal will give you light primer strikes, too little will have you hitting the primers too hard and/or contacting the edge of the chamber. Also, the firing pin should slide back and forth in it's slot freely. If it sticks anywhere it can slow the velocity down and give you light primer strikes.
When I replaced mine, I managed to find a new, never fitted factory replacement part. I also picked up a couple of the Widener's. The Wisener's was much easier to fit.