Make sure your set screws and taped holes are the same thread. Some thread sizes are close enough to seam correct, but will thread into each other with varying levels of play. if you can thread the set screw into the taped hole but there is still a bit of play, I would check the size of the screw and taped hole. I would also make sure you did pull the threads out of the taped hole as well. aluminum is great, but the thread strength isnt always the best, especially on small diameter fasteners. a few years ago, I would direct you to a local Fastenal, but I think the majority of the locations require an account and dont have an open store front. But I know you can source a lot of this stuff from online venders. When you are tightening the set screws, do you feel the screw tightening?