A set screw made from or tipped with a softer material would be ideal, but failing that I use a little piece of 14ga copper wire that has been folded into a small coil or disc with long-nose plyers and put that in the whole before i thread in the set screw in. A 6" piece of copper wire would likely produce a lifetime supply of the little copper discs for someon like me. I do loose a copper insert occationally, but they often get deformed enough to just stay in place when the set screw is remove. The copper coils don't seem interfere with the faceplace/chuck threads when the set screw isn't engaged, and I always know where it is so I don't bother to dig them out if they stuck. If they fall out on their own, it just takes seconds to make another. Usually it takes me longer to remember where i put that little stub of romex wire I saved from a past reno.