Brake caught on fire, getting ready to tow for first time

Thanks - you guys have made me feel better (I'm a psychologist, so that's important - ha). I did not change the caliper pins - didn't even think about it as I have limited experience with Fords. Should I? I did clean off the old ones and used some synthetic grease on them...

I did bleed and re-bleed the fronts with a power bleeder several times - but I did not bleed the rears - should I?

Ryan