Since all your stepper shafts are 8mm, that implies the motors are no more than 3 or 4Nm. Grubscrews will hold, but make sure you threadlock them as otherwise they can vibrate loose.

A nicer way is to machine the couplings/pulleys such that they clamp on to the shaft, like these for instance:

Oldham Couplings - Arc Euro Trade

But be careful not to make the coupling weak in doing so.