I replaced the brass set-screws with steel ones from the hardware store on a few of my RCBS dies. Works okay. The wrenching flats on the brass set-screws stripped whenever I tried to tighten them enough to hold the lock nut in place.
I intend to replace all my RCBS set-screw lock nuts with Hornady split-ring lock nuts. They're not cheap, about $2.55 each, plus shipping. They can be ordered from Hornady's web site.
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