The set screw should have had a small brass plug under it that sits against the threads. I never really have liked the idea of tightening the screw, even with the plug or lead shot straight into the threads. Split nut with a cross bolt works better...similar to the Hornady dies.

What do stolen/not stolen pliers have anything to do with the OPs question ? or for that matter the juvneile name calling, back stabbing responses he gotten ?