Forget the cotter pin.
The easy way is to mark where the set screws goes against the steering gear spline, then remove the shaft and make a deep "drill spot" on the spline.
Then get a longer setscrew or a bolt that you can put a locknut on. Reinstall the Borgeson, then run the setscrew into the drill spot, then lock the setscrew in place with the lock nut.
Now you have something positive to prevent the yoke from pulling off the spline.
Or you can drill thru the spline and use a bolt and nut, but keep it a small size no larger than 1/4 inch