I'm very lucky with this issue, my cats aren't even slightly picky! I normally use a kind of litter that has very tiny pellets, clumps very easily and has no particular scent. But sometimes, when that particular kind of litter isn't available, I have to buy some other kind and I've tried a lot of different kinds over the years. Some were scented, had bigger pellets and one kind was of such low quality that it had a few pieces of wood in the bag! But neither of my cats had problems with any changes.
Introducing them to the new litter gradually was a very smart approach, but it seems that they just don't like it. It might be the pine scent, they might react better to a different scent.
