I use a bag-full of Fujinon 42-screw lenses, mostly left-overs from my film days.
In answer to the OP's questions, yes, the aperture pin needs to be held "depressed" if you want to be able to close the aperture. Don't grind it off, it needs to be held in to activate the aperture. On some lenses you can "get at" the "works" and fit a plastic collar on the pin inside the mount to keep the mechanism activated, this is reversible, on others it's far easier just to put a drop of super-glue on the pin and hold it in place 'till it sets, which is my preferred route. Do note, use an applicator such as the tip of a cocktail stick or thin screwdriver to apply a small single drop of adhesive, don't risk approaching the back of your lens with a whole bottle of glue which may just decide to choose that moment to dispense an excess
Do note, this procedure is not necessary on the Pentax (or any other M42 lens) which has an a/m switch.
Also, unless the Fujinon is an early model without the feature, there is an aperture-coupling lug on the rear of the aperture ring which needs to be ground/filed off if the lens is to be used on a Pentax DSLR and you wish to retain infinity focussing. If not, the lens won't screw completely flush with the body AND the aperture ring will jam against the body, preventing it's adjustment!
The Fujica adaptor is of no use to you on a Pentax. This particular model, the "XD", is adjustable and allowed one to use
any auto-aperture 42-screw lens, not just Fujinons, in auto-aperture shutter-priority mode on the AX5 camera, possibly the only combination that allowed this functionality with the older lenses!
I'd recommend the acquisition of a genuine Pentax 42mm-PK adaptor if at all possible. Much better made than some after-market look-alikes which have been known to jam onto the camera body!