I would rather use a 3 mm allen (ball tip preferred) to unscrew the ball off from the tip on the linkage out from the 1.5 mm set screw. So after detaching the linkage, the set screw still remains on the arms.

The reasons for me to do this is as follows;

Firstly, Hudy does not make ball tip 1.5 mm which makes it difficult to access the set screw at an angle. Secondly, screwing and unscrewing the 1.5 mm set screw into and out of the plastic arm may loosen and weaken the threading. My 2 cents.