If you want to try the simple stuff first, I'd suggest removing those set screws and replace them with proper bolts that you can tighten. Maybe get them long enough to put a nut on, then you can tighten the bolt down and snug the nut down underneath it to keep it from loosening.
Of course there are plenty of other ways, but to me that would be the easiest and fastest thing to try. Next would be to drill a dimple under where the set screw "cough cough bolt...." is and that should keep it from moving. Lastly you could also tap the hole larger and use a heftier bolt.