I think the Allen wrench size for an American Jaguar is .050. Most hardware stores sell sets, or individual ones as well. I just took a screw down to the shop and the man helped me find the right sized key.
To keep the bridge screws from coming loose I've used clear varnish over everything once it's adjusted, but lately I use some stuff called "Krystal Kleer", which is a clear-drying white glue that modelers use for cementing clear canopies and windshields and such on plastic models. It`s a bit thicker than varnish, and it dries faster. It doesn't show when it's dry, and it's easy to "break" when re-adjustment is needed.