Stuck set screw...

[woodchucker]

Next time try pushing through a piece of cloth. If it's possible, it will fill the space and help you get it out. NEXT TIME.

 

[Dave Paine]

My blue loctite is stated to disassemble with hand tools. I have had need to disassemble some nuts/bolts and was able to get them apart without any trouble.

Blue loctite page

 

[dave_r_1]

Yeah, blue doesn't need heat, or even (IMHO) a lot of physical effort when I've used it. Red is heat or a lot of physical effort...

 

[Bob Korves]

If you want something that is easy to remove, but will not rattle out from vibration, use 222 purple Loctite. label says it is for plastic, but it works on other stuff as well.

 

[Ulma Doctor]

teflon tape can also be employed to keep set screws from backing out and helps prevent them from seizing too

 

[EmilioG]

There is a Green LocTite for easy removal also. For removal, I like the German made Rennsteig 471-903-3-RT Dual-Edged Screw Extractors

I also like Snap On's set.

I knew you'd get that little set screw out. I've seen much worse situations.