Firstly, I want to say this deck (without being harsh) will never be competive. Pure linear aggro strategies never work. There is no disruption, no draw, and no real big threats.
So questions I have are whether I should burn off blockers or keep swinging?
Almost always save your burn for removal. The only time you shouldnt is when your opponent is within burn range.
Is Mox Monkey better than the maximum damage plan?
Yes. You NEED disruption! Monkey's, Wasteland, Lavamancer, Null Rod, ect...
How good is Pillar in an evolved metagame?
Pillar is excellent against combo, can also be good against control late game when they are low on life.
Also, why Lackey when your not running any other goblins?