In most cases I don't bother peening the pins going through the scales. It doesn't contribute too much more to holding them on - the epoxy and the pins going though them do that very well. I've done it to make the pins look bigger, but it was just for the visual effect.
I do peen any pins that go through the brass or nickel silver guards or bolsters though. Bolsters I don't solder or anything, just pins. Peening the pins compresses everything together.
In either case, get the scales/bolsters down to near finished dimensions. With wood that's all you have to do. With metal, chamfer the edges around the hole.
Trim your pin to length and insert it into the hole, letting it stick out from the sides about as far as the pin is thick. You should also grind the ends of the pin into a cone shape before doing this, but you can do it after the fact with a dremel tool if you're careful.
Take the flat face of a ball peen hammer and give each end of the pin a few good taps to start it. This expands the pin through the material and should be good enough for wood, but lets not stop there
Switch to the round face of the ball peen hammer and start tapping the center of the pin. You're not trying to whack it and expand the whole pin, you're just working what's sticking out of the material. As you do this the metal starts spreading out and down. Keep doing this until the pin fills the chamfer you did in the brass, or just starts to cut into the wood. Nothing will move that stuff now!
File everything smooth and sand.
For reference, an 1/8" pin properly peened should end up somewhere around 3/16" in diameter. You can peen them more (and I have) and get them out to 1/4", but you really risk splitting the wood with that much tapping.
You can also put a brass washer on either side of the handle and then peen a steel or nickel pin over that. Gives a nice effect and helps prevent splitting.