I'll take a pic of my vise stop, its not quite as elaborate, but does the job. I use it religiously, just makes setup more accurate. Not just for replicating multiple parts, but also just removing a single part like to take measurements out of the vise if that's required.
Re the set screw retention method, that's what I did on mine for simplicity & I started to notice a series of screw indentation marks along the .250" diameter rod. I milled a flat more-so to give the setscrew more bite surface, but it just looked ugly. Fortunately the rod was O1 tool steel, so bit of dressing & it became my first torch & quench & temper hardening project. That seemed to work, no more bite marks. I made a few other post profiles like a skinny one for thin parts.
For more unconventional mill setups like longer stock extending out of the vise or odd-ball parts, I was eyeballing one of these positioning stops forever & put on my project to-do list. They popped up on sale one day, I had a credit coupon so bit the bullet & ordered. Its actually well made & really useful tool. Hopefully you can see the same non-setcrew clamping mechanism, which is very secure & doesn't mar the rod.
http://www.traverscanada.com/five-axis-single-milling-stop/p/99-008-260/