On my SanDisk SSD Plus, there was actually nothing inside the case (which is mostly hollow) to stop the setscrew. Just screw it in far enough to match the picture, leaving 3-4 mm protruding. That way when you insert it into the bracket, you'll be flush with the rubber grommets.
Poor me now has a setscrew rattling around inside the SSD forever. It's okay so long as the Mac mini doesn't move but obviously it's aggravating.