those little cotter pins are tiny and heat fatigue/corrode; good to change them frequently. otherwise, i might be wary of fixing the big pin in place like that - you could get shear force on the big pin (pads jacking against the pin under braking) translating into some form of lateral force on the caliper itself if the big pin is not free to float. or perhaps, if not free to float, the big pin might permanently deform when subject to load - good luck getting it out then.
or mebbe you are fine, who knows?
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