Drilling in from the end is a good method, if at all possible, drill in and tap a thread - M3 or 4, then fit grubscrews, that way the pulley is secured both directions - axially and radially. You will only get away with it if both metals are similar hardness, my concern is the hardened end of the screw - if one is softer the drill will wander into it.

And yes, grubscrews at 90 or 120 degrees only, never opposite and only two screws, always file/grind a flat on the shaft for at least one screw, better still drill a little divot the same size as the tip of the screw.