Shear pins are used to positively hold together sections of a rocket until an ejection charge separates them. Shear pins are often used in dual deployment rockets to avoid having the main parachute accidently released when the drogue parachute is deployed. The are also used to avoid drag separation.
McMaster-Carr sells 3/4" pan head slotted nylon screws which make excellent shear pins. The screws are part number 93135A084 and cost just over $5.00 for 100.