If you replace the grub screws with socket head cap screws you can use a larger allan key. And even if you do then round it there'll be something to get purchase on with a pair of mole grips or vice. With cold hands it also makes them easier to grip when joining.
On a similar subject, a useful addition to a Rohloff toolkit is a couple of electrical connectors (Terminal block?) I used one to join the cables after breaking the spring part of the fitting, was fine for a few hundred miles. The spring broke because it hadn’t been used in months and was full of hardened crud, lesson learned.