Hi Manch,
Did you get to the bottom of this? We have the same problem with at least two Danfoss valves that are set to max all the time.
From what I can gather: I can push the pin in and out with my finger but when I replace the plastic cover the central portion of the top is being pushed up i.e. not resisting the pin and pushing it down - if that makes sense!
Did you go for full replacement in the end?
D-mac, September 2011