I am not sure what the threads are on that screw but if you cannot get it started, most likely, the screw has, at some time, been cross threaded and the threads are buggered up. Take the screw to your local hardware store. In the area of the store where the screws are, there is usually a device for you to determine the screw size and thread pitch. Use that to determine what size threads you have. Next, use a good magnifying glass and good light to see if the threads on the screw are buggered up. If you need to chase (clean out and straighten up) the threads in your rifle, most good hardware stores will have taps of the correct size and they are not all that expensive. Just get a tap and carefully chase the threads in the hole in your rifle. The screw is usually too small to straighten up the threads so if it is buggered up, you will need to replace it. If being absolutely historically correct is important, you will need to order a replacement screw from one of the many muzzleloading suppliers. Otherwise, you can do as I have done and that is to simply buy a set screw of the correct size and use it.