The way I did that, (assuming 1/4" dia pins) was to assemble the vise, and tighten the main screw firmly, to tension the parts in place, then drill both sides with a letter 'F' (.257) drill. I'd then remove the nut, and clamp up the end cap firmly to the fixed jaw casting, with a .257 pin on one side for alignment. Then, I'd tap the other side 5/16-18, through both parts. After putting in a set-screw to maintain alignment on that side, I'd tap the other side.
Then, I'd trim the set-screws to length as needed, and turn that area of the setscrews which enter the nut to .255/.253, a slight clearance in the drilled hole in the nut. (a little bit looser wouldn't hurt anything, as the nut can 'float' a little, but shouldn't bind, as it adjusts its location to suit the main screw. If you don't do turning, you can just grind the tips of the set-screws, spinning them neatly against the grinding wheel, til they fit with a slight clearance.
With the smaller vises which use 3/16" pins, one should drill #7, and use a 1/4-20 tap.
As far as I know, this method has been the 'regular' or 'usual' practice for working on these vises for quite a few years.....I first saw it done in the late 1970's.....a finicky mechanic I knew bought himself a new Wilton vise, and thought it too shaky, so he very carefully honed the bore of the fixed jaw, and sent the movable jaw out to a specialist firm to be hard-chromed and ground to a 'perfect sliding fit with no shake'.....and re-ground the jaws to dead smooth and perfect alignment. He was 'particular' about his equipment, to be sure, and was locally well-known for doing good work. I learned from knowing that gentleman, and miss him.
cheers
Carla