I finally found a small enough allen wrench for the set screw on the fork stem nut cover I bought a few months ago (see previous post here). It turns out that I needed a 0.050" wrench, which I found at a local hobby store. My other allen wrench and bit sets went down to 1/16" but that was too big.
Here is the fork stem nut without the cover:
I wasn't comfortable with relying on the tiny set screw to hold it in place by iteself so I decided to give it something to grip. I put a small piece of tape on the side of the nut:
Then I put the cover on and tightened the set screw. Then I removed the cover and saw where the set screw made a mark on the tape:
I took my drill and made a small indent on the side of the nut (not too deep):
That should give the set screw something to bite into and hold the cover on more securely. Here's the cover installed (finally):
Unfortunately if you're interested in one, the person who made it hasn't had any up for sale on eBay since March. I really like it and am glad I was able to get one.