nitrorcfan
I installed the MF blocks as well. The set screws do 2 things from what I can tell. The first is that they are supposed to take up any slop side to side. But I don't see any slop with our without the set screw so i don't think that's an issue. The best part about them is that they hold the hinge pins in the car when you are removing the pivots and A-arms so you don't lose your shims. I wouldn't lose sleep over it if you can't get them to screw in.
I was going to use them in the low roll-center setup when I noticed all of the work that had to be done. I hadn't driven the car with the higher roll center so I didn't think it made sense to modify the car without trying it first. As far as dremmeling/sanding away the chassis, basically you need to remove enough material so that you can get whatever amount of droop that you desire. You might also want to check if your arms bind as you lift them up. I saw a guy dremmel a small dip in his chassis by the end of the arms so that he could lift them higher without the arms binding agains the chassis.
I think that Losi should have included the droop screw mounts on the chassis instead of the bumper. It would have been easy to do and keep the same design of the car. perhaps they'll do it in a product update down the road sometime. But droop really just relies on gravity pulling the arms down until it stops. Unless you are preloading your springs, the flex shouldn't matter too much as it probably won't flex with just the weight of the wheel and suspension arm resting on it.
You'll have to do something about your swaybar rubbing as well. Perhaps use longer links to mount it to the arm or put a bend in it to clear the dogbone like AE did on the TC3. You should check droop with the swaybar attached. If your swaybar restricts your suspension from reaching its droop setting, then the swaybar has now become your new droop setting. Swaybars should not bind or limit suspension travel in any way.