I would normally use a soft plug if the end if the adjusting screw was enclosed and if it was exerting a load but the end of the screw protrudes out of the threads so a plug would just drop out. Also the tool holder is unlocked when adjustment takes place and there is very little weight on the stop pin. Once adjusted, the tool holder is locked up tight against the dovetails, so again there is no load on the pin.
So far no damage or marking has occurred to the 6mm stop pin on the end of the piston, or the ends of any of the adjusting screws, although I agree there could be the possibility of damage to the ends of the threads if they were miss-handled. If this were to happen I would reduce and dome the ends of the adjusting screws where they touch the stop pin.
Despite any misgivings some may have, it is quite a heavy duty affair and it does work really very well. As soon as I get chance I'll post a photo of the whole thing dismantled, this may explain the above better than my words.