Order a pack of the proper pins and toss the bent one you have. I double nut the threaded shaft and use a small set of pliers to tighten the cap. Use the same double nut to get the cap off. You could try locktite but I'd hate to see you not be able to get the cap off the next time you snap a pin. My 38/357 die set is Lyman, all others RCBS. I prefer RCBS.
Starting out on an old single stage I got really fast setting up dies. My 38/357 set had no spacer so when I swapped calibers I just readjusted the dies. You don't have to touch the first die. If I had the spacer I probably wouldn't use it.