Thank you to everyone for all the feedback - very helpful! In the end I wound up ordering a pack of M8-1.0 x 16 mm socket head screws from Amazon b/c I'm cheap and am already paying for prime shipping. Not the same as the set screws but they won't be visible on the final product (work table) so compromises can be made.
McMaster wanted $6 for shipping a bag of screws and that's not bad, but again, I'm super cheap. Will definitely find a reason to use these guys at some point in the future for sure.