You use EITHER the supplied pins, OR KNS anti roll pins, whichever you prefer.
With many (most? all?) drop in fire-control groups, 'standard' pins will not work because there is no disconnect spring/j spring for them to index on. Thus, they will 'walk' (actually slide out very freely) unless they are held in place somehow.
The CMC fire control group that I received when I got a slide fire stock uses c clips to retain the hammer and trigger pins, while the KNS use screws and a linkage (sounds like your CMC FCG also came with screws and a linkage).
For what it's worth, I've found the c-clips to be a PITA, both to put on and to remove.
Regardless of what pins you use, you will need to get the pins specifically made for the 15-22 as the frame is SLIGHTLY wider than a mil-spec AR-15 lower receiver, meaning that the pins are SLIGHTLY longer than mil-spec pins.
HTH..