Thanks for the user report. I have an early version of Arnie's probes and am not sure if he changed the design or manufacturing or not, though it sounds identical. I was having trouble wiring mine and damaged the internals while "dissecting" it. It seems to be working pretty well now but I've yet to verify calibration or accuracy. A few tenths or even a thou would be great.
BTW, I replaced the three cup set screws on mine with self-locking flat nose set screws like these:
http://www.mcmaster.com/#94495a210/=525vfc
I figured the flat nose may minimize gouging and the self-lock feature should help keep the screws from backing out and make it easier to feel how much you are turning the screws in or out. I also use a small Chapman socket wrench with Allen wrench attachment. The wrench has 20 "clicks" so it is fairly easy to adjust in 18° increments.
Mike