UL does not list individual screws for any purpose. UL does list assemblies.

So, based on the code panel negative comments, the only choices for a UL Listed "conductor directly to box" grounding connection would be either a push-on ground clip or a factory built "pig tail and screw" adapter installed in a factory threaded hole.

But instead, of connecting the conductor directly, choose a mechanical lug or a crimp lug/terminal (i.e. Stakons). These can then be installed using any method (including any hole) approved by the manufacturer of the connector.