The grub screws are good, a bit tight fitting the wrench in the hole the first time though, it gets better (it's the plating on the wrench at fault)
I set mine up real simple, dual 26 gauge Kanthal, 2.7 mm ID, 7 wraps, 0.41Ω. It works fantastic and did not leak when vertical but leaked fiercely when laid on it's side.
Put me down for the poor quality allen wrench. Maybe because my allen wrench wasn't plated which made them undersized. Ended up ordering quality replacement Bondhus wrenches from micro-tools.com 5 for under $10 with shipping