Yeah, as detailed in that autozone page (I didn't read the whole thing but it looks to be a copy of the factory service manual info) you don't just turn the set screw on the top of the box, you gotta do that in conjunction with the other adjustment as well.
But on a reman/new box, I wouldn't be messing with it, I would be replacing it. It should not need any adjustment, IMO.
Edit - weird, uh, I guess the guy that posted the link to the autozone page deleted his post right after I replied. Anyway point is you don't just turn the set screw on top of the box. You'll end up with problems. Factory manual details the adjustments necessary and they're a bit involved, best done with the box off the truck, and you should not need to do this on a new box...only a worn one.
I would also agree that on this steering design that re-using the centerlink is fine in most situations, as it has no wear parts at all. The only thing I'd watch for is egging-out of the holes where the tie rod studs mount, and that would be pretty unlikely in most cases.
Richard