I've used the DD u-joint in the past on our race car, I have no problem just sinking the set screw into the shaft.

My next question is the length of the shaft from the firewall to the steering unit. Is it to long to go with out a support in the middle? Can anyone post pictures of theirs? I will not have any header clearance issues because they will run on the outside of the frame rail and down the side of the car.