Steve x has it right. A second set screw will stop that first one from backing out. About 7 cents at most hardware stores. We used the original on my lady's NEF .223, but I made sure there was NO oil in the threads, and used a small drop of blue threadlocker. 1,000 round later, its just fine. The rifle functions perfectly and shoots .75" five shot groups at 100 yards - always did, with Win white box 45gr Varmint loads. She keeps it clean and lightly lubed with CLP.
One peculiarity: the NEF has a tight chamber. When I reload for it with new brass, I full size the brass. Once she's fired that brass, I neck size it only. A standard snap cap will not fit in the chamber, it's that tight. Therefore, it must be kept pretty clean. Fine little beast killer though.