300E '88.
This is why I try and do brakes and things myself. Last time my front brakes were done by a mech he (or one of his techs) broke the rotor set screw. Noticed it today as I was replacing the rotor. The shaft is still inside the hole on the hub. I managed to drill most of it out. But I think I need something that can force its way in there. The set screw is a soft metal and like is said I drilled most of it out without compromising the thread. Do they sell anything like that in Sears, something that will force its way into the hole? Anybody know the thread size?

If not, is the set screw absolutely necessary? Obviously I haven't been driving with one on my passenger rotor since the last brake job.

Thanks.