[Phil Kalbfell]

Larger screws will simply not fit some wheels like BWA! BWA use various size screws depending on the wheels shape. You will have to measure the OD of the grub screw. But being on a cooper I assume they are one of the narrow wheels designs so will use a 0.9 ( 35 thou) Allen key.
I replace all of my grub screws with stainless steel screws of the same size they are much better and do not round out in the hex like the softer screws.
I also grind a very small flat on the axle for the grub screw to seat onto.

 

[Phil Kalbfell]

Stoner stainless is not always softer than steel! I did not mention hardness. Many of the grub screws use in slot car wheels are cheap mild steel screws, softer than stainless. Unbrako are very good high carbon grub screws, made to a high standard.
I use the stainless because they are about the same quality and can easily be identified from any of the poor quality screws.