After reading all these uses for Collet Chucks, etc., I remembered from my Apprenticeship Days, one more job I had. We had a (relatively) small Harding lathe with a collet closer set up. I spent most of one afternoon making 8-32 by 3/16 set screws into dog point set screws. Never shut the spindle down, it was "stick the set screw in the collet, close the collet, turn the dog point, (one pass) open the collet, take out the old one, put in a new one, repeat." I find I still have perhaps a dozen of them, just in case. These set screws were used to keep gripper inserts from turning when they were screwed into a pocket.