Re: Pin hole in primers
"Does anyone have any ideas what would cause this to happen?"
Yeah. It's defective primers. The cups are either too thin or too brittle and the pin holes develop at the bend of the skirt to the top of the cap. I had a similar brick of Remington primers to do the same thing years ago. Don't think it's dangerous but those little burn marks on the bolt are unsightly and the smoke in my face was disconcerting. I pulled the bullets, dumped the powder, pushed the bad caps out, replaced them, then reassembled several boxes of ammo. "Oh, bother!", said Poo. And me too.
Hopefully, you can exchange what's left. If the dealer won't take them back, and he may not, contact the maker and expain your problem; they should replace them.
If that won't work, you are stuck, like me. I religated mine to low pressure cartridges; 45-70, 30-30 and .35 Rem. They do fine for that.