To me as a first step in the whole adjustment process, is to first release any possible clutch tension from the clutch cable before fiddling with the clutch worm gear pushrod setting screw. At the hand grip turn in the clutch cable ajuster, to slack off the clutch cable tension. Check that the clutch worm end that the cable is completely slack. If not loosen the second adjuster which is located slightly above the worm gear / front sprocket.
Next loosen the worm gear setting screw locknut, backout the setting screw abount 2-3 turns, then turn it back in untill you just feel resistance (you're starting to disengage the clutch plates, stop), then back out ΒΌ turn, and tighten the locknut. The final important step, is re-set with the correct amount of clutch cable tension that allows for the clutch lever free play adjuster at the handlebar to be fine tuned to the correct clutch lever free play. The locking ring on this adjuster is all that it requires, so no loctite / thread locker is required
If it sounds like a mouth full, follow the clutch adjustment instructions as laid out in the service manual. And note as Brockett has indicated, the setting screw locknut is there to prevent the set screw from coming undone. The locknut doesn't need to be tightened down to the extent that one requiress a breaker bar to release this locknut. And yes sometimes it is difficult to hold the setting screw in position while turning the locking nut, but with practice one gets the hang of it.
If you don't have a service manual, down load one from the downloads page.