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I use the set screws all the time. Mainly because I use a LNL press. Really handy to only have to set the screws only once. Take the dies out at will and place them in a storage box and go to another caliber if I want.
The only time it's a hassle is with the seater die and you change bullets or use a generic seating die.
I have used the rings without the lead plug, didn't seem to hurt anything. And so what if it does, I have a thread die to true up the threads if need be.
Bill
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