Hi, Nate; The front sight assembly on an SKS is usually press-fitted into place and pinned. While it is only a slight 'interference' fit, it would be a semi-major PITA to try and remove one, and replacing it securely might be difficult.
If you want to keep the brake, you'll need to locate set screws of the correct size and thread. I'd recommend looking for the ones with 'teeth' on the gripping end, if possible. They tend to have been either induction hardened or made of somewhat harder material which will resist deformation from torque applied to set them and hold better under repeated stress. Toothed or not, degrease the threads on the screws and device and apply a drop of Loc Tite when you install them. Let it sit for at least 24 hrs to cure before firing or applying oil or other preservatives to the part(s).
From a practical standpoint, your best bet if you choose to add a pin to help secure it in place (IMO) is a roll pin of the correct size for the hole you've drilled. They're less dependent on exact size match than a solid pin, and have a little 'give' to compensate for heat expansion and/or less-than-optimum workmanship in the drilling.
A lot depends upon just how closely the ID of the part matches the OD of your barrel when we talk about how your installation will hold up under extended use. Bear in mind that it wasn't really designed to be taken off and reinstalled repeatedly. Every time you do so it will negatively affect the quality of the fit to some degree.
If the fit is good (snug enough to require a bit of coaxing to seat properly) I'd put it on, secure it, and leave it alone. If it slips on easily, with any significant play, laterally or vertically, I'd leave it off.
