May I presume you have been hitting this pin with a hammer and punch? You will need to "back-up" or "fortify" the steering wheel with some heavy object while striking the roll pin. This can be accomplished by having another person hold a good sized sledgehammer (or similar heavy mass) against the wheel to keep the steering column and wheel from just bouncing with the impacts. Place the "back-up" mass directly opposite the side where you will hit the pin (but not in the exit path of the pin). When the wheel and column are not "held fast", the bouncing or deflection soaks up all the energy instead of moving the pin. And don't think that you can just have someone hold the wheel firmly with their hands, it takes a solid mass to reduce the bouncing.

Nothing a BFH can't fix : )