I don't know of a functional muzzle brake specifically for the 15-22 that goes on with a setscrew.
That said, if you want an adapter to allow you to use standard 1/2-28 threaded muzzle devices on a non-threaded 15-22 barrel, Jody makes an adapter at Tacticool22
For a false flash hider to install on a non-threaded 15-22 barrel he also makes a birdcage style one