[suicideneil]

A pinion puller will remove even the most stubborn pinion, so I think some CA glue would be one option- I like to apply a little blue threadloc ( tamiya stuff )to the actual motor shaft & then to the setscrew. Make sure you give it long enough to dry fully, and that should do the trick.

I've never had a pinion come loose on me before, I must be lucky..