Today I was in the hardware aisle looking for a 1/4"-20 chrome cap screw, which they did not have. But the did have a bunch of pan head screws that looked like a good candidate for the lock nuts in question here. So at 22 cents per it was worth a try for a couple of sacrificial screws to find if they would work. Back home and about a half hour with a 7/32"drill bit and a 4 X .7 mm tap, I had prototype one finished. I will refine the process and post it here since a lot of folks are looking for these. Smiles, MH
The original screw on the right and prototype one on the left.
Another picture showing a bit more detail.