coolant sensor in intake manifold

Drill it in steps until you are close to the threads and then collapse it on itself and work it out.

As far as the pin, yes, pull them, use a nice 1/4" to 3/8" bead of Permatex on the china wall making sure to get some in the corners where head meets block. Let it sit for a little bit so that it kinda skins over. Install the intake.

Make sure to use some non hardening thread sealant on the intake bolts, as sometimes oil can wick up the threads an form little puddles in the valleys.