I finally did it! cut off the pin at both ends but it took alot more drilling and hammering to remove the final piece. After that, the collet was stuck in the caliper so had to keep tapping it backwards and forwards to release it.
The stuck piece of pin
New pins greased up and in (I rememebred to put the anti-rattle bit back in after I took this!)
The pins
You can't really see in the above pic but the other pin has expanded slightly about 1/3rd the way down which made it difficult to remove aswell. I couldn't even get the bridge bolt sleeves out of the caliper on the other side. It looks like the calipers have just got too hot or something and warped slightly.