To the first question, I use an RCBS universal decapping die which works awesome. I have a little bag of spare pins as well for when one breaks. Bear in mind if you are using brass with a reduced flashhole (e.g 1.5mm for Lapua) you will need to reduce the pin diameter for the RCBS die. I just spun them in sandpaper to achieve this purpose!
Next question, yes I would remove primers prior to annealing but more from the perspective of cleaning. I clean immediately after decapping and prior to annealing... so I remove the primers so that my primer pockets are also clean. I guess there is also a slight risk of any unburnt primer composition burning but I reckon having any residue is highly unlikely.
To your last question, yes just remove the pin out of the decapping stem and then refit the expander ball to it. Also because you don’t need the depth of the pin punching out the primer you can also raise the expander ball. I raised mine expander ball as much as possible so that the case is still partially supported as the expander ball draws back out the mouth (hopefully to reduce run out). Obviously if you raise too high the ball with try to expand the neck whilst it’s still compressed in the die and your case will get stuck...
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