on the interference side you need a shrink fit because of the overlap. make sure to check the rules about that in the help.
on the sliding side, no penetration contact.
but you should ask yourself what you're trying to learn in the analysis. a bonded contact on the interference side and bonded contact on the sliding side might be enough depending on the loading condition. (ie not a lot of relative displacement between the components) if you can eliminate the shrink and the no penetration, you'll save yourself computation time. even better, if you can eliminate meshing the pin by using a virtual pin, you'll be even further ahead.
all comes down to how the system behaves and what you want to learn.