Copper screws in that size seem like unobtainian. Phosphor bronze is quite available, but having used that to braze steel together, I don't think that is a good idea. I do have copper flat bars that I could make the screws, but that is quite a bit of trouble. However, I do have another thought which I have available, and that is make graphite screws. The only thing with that is it might make a bit of a case hardening effect as carbon will readily diffuse into steel under high heat.
I've never used the stuff, but would Rocksett fill a hole and harden, or is it an anaerobic glue which requires small airless spaces? It would handle the heat and be removable with hot water.
I'm going to experiment on samples with making a copper screw, a graphite screw, and fill with plaster of Paris, and see which works well enough.