That 2mm screw I ordered came in. Worked for me. Don't know what was so offensive in my previous posts, but whatever.
I might have to order one of those... Seems to be exactly what Ralikar is describing with a nice little post to hold onto. My only complaint is the 2mm (well, 4-40 was the closest thing my local Lowes carries) screw I've been failing with is only 1 1/4" long. Needless to say it's hard to get good wraps with something you can barely hold onto.