First build ,cat D11

[9W Monighan]

You can buy set screws with different tips on them. Look in the McMaster Carr catalog. See the ones with the extended point. They have like a dowel shape to them and would go into your divot but be careful that the more material you remove from the shaft, the weaker it becomes. That is why I was saying to use a key in there and press the sprocket on to the shaft. What kind of steel are the shafts made of?