Your steppers can get warm to the touch no problem. Most are spec’d to almost 100C continuous. On all my printers I have had to adjust the driver voltage, they are all over the place. If you think they are too hot just turn down the drivers a bit.
Those pins make me nervous, not for strength but for accuracy. If you find you z is a little skewed just use the MPCNC to print new ones when it’s done. Then replace them.
Pretty cool though, progress is always good. I still get excited when I build a new one so hopefully it’s a little like that for you.