A "trick" I use for locking wheel collars down onto round stock (like the flybar) is to take my Dremel and grind a "flat" spot where I want the collar to lock. The set screw has much more surface area to grip this way. I havent lost any on my airplanes yet doing this but then again, they arent subjected to the centrifugal (sp?) forces that are acting on the flybar!

Jim