Try brownells
That gun has a dovetailed rear sight? Or recessed? The techs at brownells are very knowledgeable about everything related to guns, even down to parts that will work on your particular pistol.
If other people are having the same problem with those setscrews, I'd say just replace the sight with something better.
This is what I got after a brief search:
http://www.brownells.com/aspx/ns/store/catsearch.aspx?c=2068&p=4815
Talk to a tech and he will be able to tell you exactly which one will fit on your model.
All dovetailed rear sights have a little extra materiel on the base of the dovetail, which can be removed by placing it on a super-flat surface, like glass, or a 4.00 granite tile from lowes and some sandpaper. When it just barely fits, you can press unevenly on one side of the sight as you're sanding it, to make one side higher than the other, then drive it home with a brass tipped punch.
Or you could just machine the correct screw, and keep it original....
Just wanted to give you some more options. They might even be able to get you a replacement screw out of their parts.
I've ordered a bunch of stuff from brownells, and talked to their guntechs a lot. (Because I still know almost nothing.) I've been happy with every experience I've had with them.
1-800-741-0015 and ask for a guntech.