The keys themselves are rather soft,
clamping it in your vice and mushrooming it out ever so slightly on the lower half with some gentle percussive action
could require you to tap it into the keyway with that very same hammer.. and ideally would hold it in place all by itself!
but truth is: locking collars or set screws are reliable and most of all repeatable (just not as easy to get on a sunday
)
So yeah, lots of options
superglue is said to work as well.. to remove it you just have to heat it up and it'll crack open again,
just in case you want to fix it (at least temporarily) today
'sid