Thunder Chief,
I do a lot of shrink fitting for a lot of very high tech, high pressure, operationally critical aerospace rocket propulsion hardware. A safe breech plug could certainly be installed by shrink fitting, pinning, welding, etc., in a pistol barrel...or a cannon barrel. However, to do shrink fitting properly, especially on a small diameter part, is not a trivial operation and more difficult to do than using threads. For an idea of what type of precision is involved in the material, temperature, and clearance calculations, you might get a copy of the "Machinery's Handbook" and look up "Shrinkage Fits". And, as has been pointed out, the permanence of the installation is a detriment.
For those of you who seem to have an aversion to shrink fitting, the process is used in a million places all around us in at least as high a stress and as potentially dangerous a situation as a pistol barrel breech. Giant steam turbines and jet engines have their turbine wheels shrunk on the central shaft. Every rail road wheel you see on a train has a shrink fit rim. Shrink fitting of liners, reinforce jackets, and breeches has been used successfully for centuries in the manufacture of cannon. Yes, a poorly done shrink fit can be dangerous...just like a poorly done threaded breech can be dangerous.
So, to me, the question is not whether a shrink fit / pinning / welding process can be used to safely install a breech plug because it certainly can. My response would be that it is not easier to do than a threaded breech. I would recommend that you either buy a professionally manufactured barrel, have a competent gun smith or machinist thread a barrel and breech plug for you, or begin your gunsmithing education by learning how to install a traditionally threaded (and removable) breech plug. Buying a good quality tap and die is not that expensive a proposition and the task can be learned with a little practice.
Or, here is another option. Drill and tap the breech to a proper shoulder. (You only need to buy a plug and bottoming tap for this part.) Then find a bolt with the proper thread and fit and run it up tight to the shoulder in the breech. (You will need to dress off the end of the bolt nice and flat.) Hack saw off the bolt leaving 1/2 inch to 3/4 inch of bolt protruding out of the barrel. File a flat on the top of the bolt protrusion where the top flat (if it is octagonal) of the barrel will be. Also file a proper weld prep on either side of the protrusion and weld to the protrusion a strip of mild steel to form the barrel tang. (The process is shown in a old and inexpensive 'how to' book by R.H. McCrory). File the exterior of the plug to final shape and you have a breech plug that, if well done for fit, is as good as any integrally machined plug.
