When I was at Radbourne Racing, the trick was to put the piston on the workbench (top of piston sitting on bench), put a little bit of petrol into the piston, and light the petrol. This would heat the piston enough that the gudgeon-pin (wrist-pin for our American colleagues) could be easily slid into the piston. (A) make sure you have a fire extinguisher close to hand, (B) do it in an area clear of any combustibles, (C) have everything to hand (ie, con-rod, gudgeon-pin etc) and (D) make sure you have a heat-proof glove to hand--the piston will be HOT (an old oven glove will suffice--make sure 'er indoors is out of doors!). Damon is absolutely correct, when all has cooled down, the con-rod should be able to move easily on the Gudgeon-pin.