In article ,
Andy Dingley wrote:

My question is how best to mount the HSS square bar lathe tooling. This
bar is square, yet most descriptions talk about drilling a hole and
clamping it with a grubscrew. A square hole ?

If you're not a fancy, well-equipped person with a broach or an EDM, a
plain old file does the job of getting from round to square, or
square-enough.

Is there any real advantage to using a grubscrew, rather than just
brazing the insert into place?

You can swap tips easily, with one handle.

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