Here is a trick that I discovered. I am part of the senior generation so therefore have difficulty seeing close up at great detail....
On the allen key I got with my REO, I placed a round of tape at the height of the top of the set screw. Then, when I put my set screw onto the key, the key does not extend past the end of the screw. The key also seems to hold the screw, so I can insert the screw into the 510 and get it started just fine. (I do not even have to see what I am doing, it works so well.) I got the idea from using the tape on drill bits to set the depth of the hole I am drilling.