I found it really depends on the support of the dogbone. I use an old Hudy tool, but it's no longer available I think. Another good way is using an old motor mount or alu block with a 3.5-4mm hole in it. It supports the ball of the dogbone on a larger area than the jaws of a vice.

If you want to get really hobbyistic. Take a alu block about 10mm high, drill a 3.5mm hole all the way through and then takr a countersink and make a dip in th top so the dogbone has good support. This block is placed on a good heavy vice with slightly open jaws. Hammer away!

Once the pin is flush with the ball you'll need a pin that is slightly smaller than 3mm to push it out. I think you'll find stuff like that in the hardware store. One of these pins to push headless nails into wood work well.