One of mine sheared the pin off altogether. I drilled out a #76 hole in the lubricator body, and inserted an "L" shaped piece of brass handrail wire (superglued into place). It has never come adrift since! Not quite as elegant as the round pin, but it works and doesn't really notice at all from viewing distances.
The alternative course of action could be to remove the lubricator linkage altogether and renumber the loco to one of those that didn't have the mechanical lubricator.