So, i really had fun modelling the pin, and then saw that fun demo in unity… but i use Unreal Engine, and set myself the challenge to try it in there!
I imported the model of the pin in fbx, made a collider that was close to the shape of the pin (i couldn’t use the collider i made in blender as they did in the lecture, i’ll make more researches to see if it’s possible, but i managed to make it work indeed), checked “movable” and “Simulate physics” and assigned the same collision material as the ball in the Rolling Template… it worked! 
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Thanks for the post! I use UE also, and so always have to test / extra research for the UE way of doing things. You are about a month further along in the course than I, so I hope and am looking forward to further posts where you discuss your experiences with working with Blender to UE.