An old trick, (and I'm a new guy using it) was to replace the brass screw with a standard screw and put a single piece of lead shot in the hole. The lead will compress to give you the lock and the steel set screw won't strip like the brass does.
That's one of the first things I learned on my own,,if you tighten the lock nut for die position--then tighten that set screw in the nut--it won't "lock" the nut too the die. So the common idea is to tighten that brass set screw some more,,then,,you strip the allen head brass!
The local hardware store don't stock brass set-screws with an allen head drive! There was a learning curve with that lock nut
It didn't take long to figure out they just need to be tight to the press,,NOT with lug nut torque!!