Apparently they're just heavily torqued on and use loctite as well... It must be the same with my old drill as I can't see any screw for that either.
It says Rohm Supra on the chuck of my old drill and googling it they cost £80 new
. I might just keep my eye out for a cheap spares or repair and buy it for the chuck.
I think the 796 used to use a decent Rohm chuck, but it looks like they have switched it out with a no name metal chuck now. It could just be because it's new and needs wearing in a bit, or I am used to the very light tightening you need to do on my old self-tightening chuck and not tightening it up enough.
Its not a big issue really and this drill was roughly half the price I paid for the DCD925, so some compromises are to be expected I guess. I mainly got it for working inside cabinets etc as the 925 is a bit big for some smaller jobs, so it'll have a fairly easy life.