Buy your self a T-handle and a tap / drill set .(Do a search for “6-32 Tap set” on Yahoo. I found several sets (1 tap and 1drill bit) for under $6.00)
If you have a hardware like ace ( NOT Home depot) they may sell 1 set screw at a time. If not you will have to buy a package of them. Try Grainger. (Item # 6ZU45)
I am going to assume you are using a 6-32 set screw / ¼ in long (see Grainger link below) and a “6-32 Tap set”
1. Drill the hole for the screw you only need to go ¼ in, so use a stop collar (Item # 6ZU45) or a piece of tape as the stop gauge. Be sure to drill straight.
2. Place the tap in the T-handle follow Aedalas directions above. STOP when the Tap gets hard to turn (7-8 full turns apx 1/4in. deep ).
3. Remove tap by turning in the opposite direction.
4.Remove chips by blowing, knocking on hard surface, or washing.
5 Test set screw adjust as necessary.
6.Repeat for remaining chambers.
http://www.grainger.com/Grainger/wwg/start.shtml