Originally Posted by CliffordK

Many nuts and bolts one can start by hand without much risk of damaging threads. Unfortunately the rear derailleur may not be one of those.

Do you have an integrated or removable derailleur hanger?

The one thing I would say is to always be gentle and never force anything. Sometimes it helps to turn a screw backward a revolution or two before going forward, and maybe feel where the threads engage. Also, be careful of the B-Screw adjustment stop which can get in the way.