Thanks for all the help everyone. Tomorrow is my day off so hopefully I can test this out before I order the pieces I need for the actual fig I want to make.
Seems like grinding/sanding the leg pins is the way to go. I will see if I can be that patient...
Not too worried about how tight the fit is as the fig is going to be a statue.
As for the bits discussion, again that will depend on my patience level at the time. However, thanks to QB mentioning what bits he used in another thread, I at least have a reference point.