Moz I've come up with a new approach to the set screw hole:
I epoxy it in, making sure it doesn't project past the inside of the eye.
Then I use the trusty Dremel to cut in a groovy design, about 2mm or so deep.
After I patinate the head (H2O2 + salt), the set screw & hole aren't noticeable unless one is intentionally looking for them. The cut-in design and patination camoflage it excellently.
I can't post any pics yet because our computer bit the dust and we're using one my wife borrowed from one of her friends until my techie brother finishes rebuilding ours.