Shimano road pads pins are made of aluminium (or cheese), they are commonly seized, rounded out or snapped regularly on bikes that come in for service.
If you can use a drill they are easy to drill out, you can do it without damaging the threads in the caliper. The Shimano split pins that come with some pads work perfectly without having to drill out the caliper over size.
I use a carbide burr to create a pocket (then centre punch) to start the drill in rather than trying to start it in a mangled slot. If the head is snapped off flush the just centre punch and drill.
That said I have seen absolutely mangled calipers where customers have had a go, just depends on your ability/experience.
Its only a very short threaded section which is why it can be done by hand.