Do I need a keyway?

[Jonathan]

3mm, no shaft flats or dimples, but the grub screws are tightly screwed in. G.

Which reminds me, if you've got no flats or dimples on your shaft, then put a small piece of brass bar under the grubscrew, such that the brass presses onto the shaft and not the screw. That way the shaft wont be marked, since brass is much softer than the steel, so if you need to remove the pulleys there wont be an annoying burr to stop them sliding off easily...