This prechamber diagram is from a 190D and may resemble your 606 prechamber. Per Kartek, you would have had to drill through the glow plug then through the opposite side of the pre chamber into the aluminum head casting for coolant to leak into the pre chamber. In that case, the set screw is not going to help....it will hydro lock.
Can you measure how deep you actually drilled? It would be useful information for others attempting the same job in the future. You shouldn't have drilled more than 1/2" before tapping ( where most of the meat on the glow plug was). The glow plug gets smaller in diameter the further in you go. What were you thinking?