Henkel(Loctite) has a lot of adhesive type products. One of them is what they call retainers. Specially made for the application of two close fitting psudeo or cylinderical surfaces.....(not threaded)......like the banded front sight and barrel application I mentioned; or putting a sleeve into a block.
Oddly enough, color is just an first line indicator of strength or application, one should read the technical notes from Henkel for final choice to your environment.
The threaded pin would be similar in nature I think to the screw in the holding iron of an artillery stock. The pin is cylindrical for most of its length, with a small section of threading for securing(torque); slotted on the non threaded end for insertion/removal. The pinned approach is certainly not a new thing, been done for years in different ways.
I guess the concept is to be able to remove if you mess up the final touches of fitment. Like the guy told me, seems like a good idea at the time, but he was a perfectionist............good enough was not in his vocabulary, just his choice I reckon.
I could see a small amount of thread locker(fairly easily removeable choice selection). Threading a pin is like threading a bolt.......just smaller, single point it and it is done, to a class IV fit if you wish.
Just another way of doing things perhaps, something to ponder and think about if such fits your temperament. A lot of the job is in the satisfaction that you did it the best way you thought you could.
I could see the friction fit and retainer just being driven out since has two holes, top/bottom as well. One could imagine the threaded section not going thru the top, but it could...........but only might need one setup in the mill............just have to ponder such a while to see potential advantages if any are pertinent to you or not.
I have come to recognize that a lot of folks here have their own opinions about how to's etc, just neat to see and learn from others point of view...........then make your own choice. Extra work to some is fun for others you know; is one more right that the other? of course not; to suggest such is kinda silly to me; everyone would do it the way they wanted anyway......
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The retainer that I use a lot of is Loctite 620, a medium strength, fairly good temperature rating, and some working time. I think it is close or equal to Hi-Force 44 in my own opinion of course.
fwiw