I got couplings similar to the one in the link, but made from aluminium instead. In the past I had only negative experience with these kind of couplings that clamp the shaft. Do you think I need to modify them to make them work? Add a grubscrew, use lock tight or roughen the surface? At the moment both shaft and coupling are shiny smooth. I am worried because if one coupling slips, something will break.
My CNC uses Nema 24 steppers and 8mm Pitch lead screws.
http://www.cnczone.com/forums/linear-and-rotary-motion/