Sir,
If you have used a headless set screw with an Allen Key drive then it won't tighten to a definite stop and could eventually loosen up under recoil. If that is indeed what you have used, I'd recommend replacing it with a proper headed screw of the proper type and adjusting to proper size. This way it will come to a complete stop, remain tight and never loosen. S&W used this type of headed screw for a reason. If I have misunderstood what you are referring to as a set screw, then please ignore this.