Nope... I tap on them with a plastic or rubber hammer (small one)..... You can use a ratchet extension or screwdriver seated in the middle of the pin (seated in the hole). They usually come out just fine.
Its best to use an extracter. If you are hammering on it from the side then you are just hammering on the rod which you wouldn't do normally right? Just my .02
I rigged up something using a long 1/4 or 3/8 bolt (or all thread) and a deepwell socket. Slip a reasonably sized 1/2" drive socket onto the bolt, then pass the bolt through the wristpin, put on a washer and the nut. The nut pushes on the wrist pin, the socket pushes on the piston, and the wristpin will slide inside the socket as it comes out.
Seems like there might have been some more washers involved there somewhere.
I always used a hard piece of piece of plastic I have with a hammer but Nraths idea is going to be made for next time.The CP's can really get a burr from the clip.