Was asked for my methods.
I turn my Lee dies in and out of my presses and require a positive lock ring on them.
Tools you will need. Add a vice, drill and thread cutting lube and your set. 10-32 tap and # 21 drill bit. (5/32 bit will work but is a little small)
Set screws are 10/32 x 3/16 hex head. Buy at hardware store. Lead shot will be used later.
Notice hole is not centered in width. Goal is to have hole centered on threads.
Hole drilled.
Lube tap with cutting fluid, and tap hole plumb.
You will have burrs on the inside after tapping. I use a flat blade screwdriver in the threads to remove them.
Follow threads with flat blade, burrs will break off. Just aluminum the burrs are easy to remove.
I clamp my Lee decapping die in vice and by hand, thread nut on and off die to finish cleaning burrs off ring.
Test set screw in threads, check for burrs.
Take # 6 or # 8 shot and slightly flatten with a hammer and insert between die threads and set screw.
Take a shotgun shell apart if you don't have any shot.
Lead will form to the threads and will not deform the threads on the die. If you ever want to readjust the lock ring it will be much easier without the die threads buggered up.
Once tightened down once the shot forms to the threads and looks like this.
Day it took these pics I did 4 lock rings.