A very simple solution (that is virtually impossible with drilling) is to screw the self threading screw into a square hole. A 3D printer can create square holes easily, and it is the simplest geometrical form that allows disposal of scraped off material.

Volhout

That's a good idea. I might give that a try.

The little brass inserts hardly break the bank though. About £2 for 50 M3 or 100 M2.5. The attachment for a T12 iron was about £4.60. That deals with all sizes from M2 to M6. They are a much better idea for holding case halves together.