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I may be able to countersink my self
The best way to avoid drilling yourself is to use a pillar drill with a solid machine vice. Adding countersinks to a sprocket should work, but you'll need to do it quite precisely to get a flush look, and as there's quite a bit of variation between head forms, you can only really get a lovely aesthetic result for screws from a specific maker, which you should buy and measure before you attack the sprocket with a countersink.
Can you get a cog with countersinking?
Torx heads can be shallower for a given material and torque, and they're generally a good idea anyway.