Sometimes the Progress screen clogs up and needs to be removed to properly clean. If you keep up with it, you can just brush it lightly while still mounted in the stove. The trick is to keep up with it.
I received a few pins from WS but I think they're a little too small so I installed a little larger one, so far so good.
This thread is a little old, and I don't personally have this issue, but I thought I might suggest that the cotter pin idea is what I'd go with. I think the problem with the hair pin style is that they lose their temper and "spring" with the heat cycles and are apt to fall out with just the slightest nudge.
You are right about the "slightest nudge" part. I swear sometimes my hand just moves near an old pin and it falls out.