After reading the new posts last night, I checked my notes on the screw size. M4 x 0.7. I remember having to search for the right screws. I have an assortment of the normal "gun" sizes (which you will NOT find at a hardware store) and none of them fit. A place like Lowe's might not carry the metric stuff, but most any traditional hardware store like an Ace or Tru Value will.
For what it's worth, M4 is ever so slightly larger in diameter than #8, and 0.7 pitch works out to about 36.5 threads per inch. A #8x36 would be a sloppy fit but may work in a pinch. I wouldn't do it, though, since any store that carries #8x36 is likely to also carry M4x0.7.
Timmerton, I saw your post on RFC. I've been curious about those inserts for some time, and I really enjoyed seeing some good pictures of one. I'll be curious to learn how it works for you. As for me, I'm running two loads through the Hornet. One is a cast lead bullet of about 40 grains, moving at about 1200 fps. This essentially duplicates .22LR. The other is a jacketed soft point moving at 2700 fps. With those two loads I feel that the gun is effective on everything from edible small game up through coyotes. I've sighted in using the light load at 25 yards, which also puts it very close at 75 yards. The heavy load has a noticably different trajectory, and I keep a small laminated card listing the corrections taped to the butt. In the field, I've used the light load 100% of the time. Even here in the high desert ranges are quite short on small game; probably 30 yards or less. Looking back on it after all these years, the .22LR version may be the better choice, as you can easily carry more ammo. The Hornet can give you more punch when you need it, but so far I've never needed it.
I have mixed feelings about the usefulness of the shotgun. Mine does not shoot to the same place as the rifle. At 25 yards, slugs shoot about 18" high and right. It's actually quite accurate with Remington slugs, but that much correction to the point of aim is hard to deal with. It seems to do a little better with shot, but the darn thing is choked so tightly that you may as well use the rifle. The pattern is consistent, just incredibly tight. I don't think of the M6 as a wingshooting platform, but better suited to taking aimed shots at quail or grouse on the ground. Honestly, I've become so frustrated trying to use the .410 for that that now I just head shoot them with the Hornet. I've toyed with ideas to remedy this, like opening up the choke or regulating the barrels somehow. Perhaps in another decade or so I'll do something about it!