I have a couple of other tips which might be useful. Note how far in the grub screw is, this will give you confidence later when your replace the wheel that the grub screw has gone fully into the slot. Also as James has said, if you mix the wheel nuts up the grub screw hole is unlikely to match the slot and "wheel departure" could occur. A further tip is when you remove the nut, they usually a require serious jolt, find someone to keep their foot on the brake this helps greatly. The long bar also makes it easy, I carry a small sledge hammer for the longer trip.
