When the Vatican canonizes someone, you are required to accept the Vatican decision on their sainthood. In other words, if the Vatican canonizes Padre Pio, you are required to believe he is in Heaven and is a saint, because to do otherwise is rejecting the official Church pronouncement of the Vatican.
Claiming that Padre Pio or any other saint committed fraudulent or evil acts would be implicitly going against the Church teaching by suggesting a serious moral failing in a person they have personally endorsed as holy. (The exception would be a saint like St. Augustine who had an admitted and well-documented period of committing sins in his life before he repented and began to live a devout life.)
However, you are not required to believe any private revelation of a saint. Therefore, you do not need to believe that Padre Pio saw visions. Similarly, while it is required that you accept that Francesco and Jacinta Marto, the Fatima seer children, are saints in heaven, you are not required to believe that Mary said particular things to them.
With respect to stigmata, you are required to accept whatever the church position on it is. If we’re talking about some un-canonized person, you can think what you like about their stigmata. If we’re talking about the canonized saint Padre Pio, or the historical saint Francis of Assisi, then you can remain neutral on their stigmata and say perhaps that you don’t know what caused it and maybe there was a natural explanation for it, but claiming that they fraudulently self-injured is a bit much, because you’re accusing a canonized person in heaven of being a liar about something very material.