If you buy a set like that you will almost certainly be disappointed. The Micro Chisel's set screw requires a 0.8mm (that's about 0.03") Allen key. Most sets I've seen only go down to 1.5mm so you'd need to confirm that first.
If you purchase another tip from Mission you'll get the tool plus another set-screw. It's always handy to have a spare.
By the way, dont tighten the screw too hard, the tool will slip in the socket and may make it useless.
Michael