Rather than grind a whole flat edge on your shaft tighten down your set screw then undo remove pinion and do a small grind right on the mark you just made.
If you are not going to grind here is a trick I use use blue locktight tighten down setsrew loosen a turn then retighten the first tightening makes a mark the second tighten lets it bite into the make and then it wont slip.