I have heard the solder trick before. Never tried it as I avoid grub screws for anything with a variable torque. Which is most things where modelers commonly use them. If you have say 0.00 in clearance between a wheel and shaft then use a grub screw to lock them, the screw forces the wheel to be half the clearance eccentric. Not a problem for many things, but not my choice. Also, where the torque varies, say when a flywheel is being accelerated on a power stroke then powering an engine on a compression stroke, the oscillating forces on the grub screw will almost always work it loose. Finally, where there is substantial torsional pulsations as in cams or eccentrics driving valves, then the peak torque of the pulsation often exceeds the material strength of the small local pressure point from the grub screw on the shaft, so worries the contact to failure. But I am biased, as I do not think they have many applications where they are OK. "Proper" engines (full size) almost never use them. Use keys, tapers clamps, etc. for "a proper job". I often use a simple "pipe nut and olive" that forms a double taper lock. Simple and carries high torque, especially oscillating torque applications. Does not work loose when properly made, and fully adjustable. IMHO.
K2