I did not have to add any "pin" to a connector during my installation.
I don't know about your particular model. On Roadkings, at least up to my '03 model, no tach signal was brought up into the tank console. The tach signal line is sent to a loose wire left under the headlight cowl (likely for add-on handlebar-mounted tachs). The installation kit provides a long wire, to bring the signal to the speedo connector in the tank console. This kit wire is fitted with necessary connectors, including a pin to go in the speedo connector. Pins do not slip easily into this connector, so some press them in as far as they think is sufficient, but they do not click into place, so they work their way back out in a brief time (especially with heat and vibration). The required tach signal may be brought to the speedo connector from the factory, for your model. I guess it must be, since you did not have to add it. In my wiring harness, the tach signal line is pink (PK on the wiring diagram). It may be different for your model.
The tach signal originates from the ECM (likely derived from the crank position sensor signal), and is used by the cruise control (if present). If your machine is running well, I don't think your CPK sensor or ECM is bad. If I was there, I would check the tach signal with an o'scope, so I could see what your tach is seeing. If you can get your hands on a frequency counter (in most electronic multimeters), you might be able to at least look at what frequency the tach signal runs at various rpms, including the times in question. Positive on the signal line, negative on any ground reference (be careful not to have the meter set for resistance measurements). You may need to have the meter set for AC measurement to see signal line frequencies.
Since the speedos, and speedo/tachs, on these machines go through a startup sequence, they are likely micro-processor based, rather than some kind of electro-mechanical. You may have another bad unit.
I wish could help you further,
Rich P