Remove the trigger housing, separate the housing and drill a pilot hole using a 1/16th drill bit at the intersection of the trigger housing and ejector and in line with the trigger cruciform slot. Drill very slowly, as hole alignment with the cruciform slot is essential.
Once the first pilot hole is complete, then follow up with a 5/64th (.068") drill bit to enlarge the hole to the correct diameter for the set screw. Using a .035" hex wrench, start the set screw in the pre-drilled hole, and let the threads on the set screw make the own threads, as you screw it in place.