I'm pretty sure that the Proto Allen sockets that I used years ago when I was actually paid to work with tools were either set-screw or roll pin as well, but I have no idea if a) my memory of 15 years ago is correct or b) if the current product is the same.
I really should have taken them with me when I left that job, along with the Heyco open-end wrenches, damn honesty and conscience. In retrospect the "tool deposit" that they took out of my paycheck would have never covered what I could have bought the contents of my toolbox for as a consumer, but again, I would have felt wrong doing someone over like that - I left because of a desire to relocate, not that there was any acrimony between me and my employer.
nate