CNC Module Setscrew

The cheap little setscrew that holds the bit in place flew out while carving. Unfortunately I was outside with the snapmaker due to the dust, so I have no idea where the setscrew landed. I would guess I have stripped the threads from occasionally over-tightening, but with this setup you do not know you are tight until the allen wrench slips. Does anyone know the size of the setscrew?

@Rainie @whimsycwd Any plans of making the collet a little more robust - maybe more like a Dremel collet?

Any news on the more robust CNC as listed in the above ?