Off the top of my head could you push the pistons into the caliper to give a space in between the pads & get a pair of grips on the pin & turn it to remove.
Or use a slightly larger star bit tap with a hammer into head or cut a slot into head & use a large flat screwdriver or on the face of the pin using a small chisel/screwdriver on the edge tap at a angle anti-clockwise with a hammer on the screwdriver handle.
There's nothing wrong with using copper grease (have done for years) but the modern alternative with vehicles with A.B.S is to use ceramic lube instead which doesn't contain metal which messes with sensors, Ceratec is the name available from Euro's or Carparts4Less.
Or use a slightly larger star bit tap with a hammer into head or cut a slot into head & use a large flat screwdriver or on the face of the pin using a small chisel/screwdriver on the edge tap at a angle anti-clockwise with a hammer on the screwdriver handle.
There's nothing wrong with using copper grease (have done for years) but the modern alternative with vehicles with A.B.S is to use ceramic lube instead which doesn't contain metal which messes with sensors, Ceratec is the name available from Euro's or Carparts4Less.