If you want to use an "EZ" type connector look around for the ones that have a threaded post that goes through the servo arm. I think I got mine from Hobby Lobby at one of the trade shows. That way you can back the mounting post with a nut to make sure it doesn't come off. To eliminate having the pushrod pull out of the connector itself, tap the sleeve of the connector with a 2-56 (or whatever size rod you are using) tap. Now, THREAD the EZ connector on to the pushrod to the appropriate point, use the set screw to lock it in position and then install it to the servo arm. If the set screw vibrates loose, the pushrod is threaded to the connector and will stay were you put it.
I agree that the other connectors on the market are much stronger but if you want to use a EZ connector this is a much safer way to do it.