[PLP]

Uhm, I am lost a bit here.

The rotors, at least on mine (also 2003, base) without the set screws would rotate easily on the hub.
There is no way the rotor could touch the caliper.

Only, after the wheel removal, the rotor may become loose and at this point, and this point only, it may contact the caliper.

Sets screws are... not necessary. They are there only to hold the rotor in place during wheel removal/installation. Those screws do not play any role, except convenience factor.
Hence, I would not stress about them this much.

As Boxstard said - if you well know how to do it, why not doing it yourself? I understand time constrains or convenience... but when it comes to brakes - I frankly do not trust shops.
The only time when I allowed someone to do brakes on my car was back in 2008 when I did not have any tools yet (in this country, lol) and I had to trust my mechanic, who was trustworthy.
Since then - I did all brakes myself with proper torque applications, correct cleaning procedures, and lubrication when appropriate (as this one is misunderstood very heavily).