[rodneym]

Take the steering wheel, cancelling collar and turn signal assembly off and you'll see marring on the steering shaft that the collar's set screw made.
Try drilling a little divot(?) in the steering shaft so the screw has a place to sit/grab and use some Lactate on the threads (of the collar).
Also, grease the fingers that pop out of the turn signal assembly (when you activate the lever) and the 'ears' of the collar.