Well before I got my Taig Ballscrew upgrade... I installed Oldham couplers.
I just threaded the lead screw a bit past the keyway. Then I turned down the end to fit my clamp-on end.
Then I used the stock washer and dial. Pre-loaded the bearings with the stock locknut
Key not needed, the pre-load will keep the dial in place.
Then I put the oldham end and tighten the clamp. I also used a drop of green Loctite.
Good Luck,
Stuart