Main.java

package tmp;

import java.util.Collections;
import java.util.Iterator;
import java.util.Set;
import java.util.concurrent.ConcurrentHashMap;

public class Main {

	public static void main(String[] args) {
		Set<String> s = Collections.newSetFromMap(new ConcurrentHashMap<String, Boolean>());
		s.add("1");
		s.add("2");
		s.add("3");
		s.add("4");
		Iterator<String> it = s.iterator();
		System.out.println(it.next());
		s.remove("4");
		System.out.println(it.next());
		System.out.println(it.next());
		
	}

}

Ok, you can ignore my comment on the issue, github did not automatically subscribe me to this thread as it does with prs and issues.
I think pretty much every set(hashset and probably most others as well) is backed by a map <T, Boolean>, so it would not be additional memory.
So, are you ok with me pr'ing that commit?

as you said, every set is backed by a list or map ... the one it is created from of course XD .. but the default implementation for most sets is base of a non-concurrent safe list or hashmap, therefore i was curious if your aproach is properly CME safe and you proved me wrong :D thank you for teaching me a lesson