Freshly inserted pin on a new Shimano chain causes a stiff joint
It happened to me several times and the most reliable way to fix it was to actually push the pin back a bit, i.e. use the breaker tool from the opposite side engaging the chain link on the other bits of the breaker tool, see the picture:



Red is the chain breaking tool
Black are the chain parts
Blue is the pin you are driving in

First you drive the pin (usually from the outside towards the frame) just to see it flush like the other pins on the frame side (middle figure). Since the whole link was resting against the massive part of the breaking tool, it gets somewhat compressed (towards the frame).
You then reposition the chain breaker tool so the chain link rests on the tiny leaves of the breaker tool (see the right-most figure) and drive the pin further relieving the link.

I've found a youtube video titled Bike Assembly and Repair - Chain Breaker Tool that shows the whole process as I've described it above.