I was concerned that I wouldn't be able to get enough torque on the screws, but that's not the case at all. The vise tightens easily.
Note that you don't want the screws to fit the holes tightly in the horizontal dimension. You want to be able to skew the vise slightly in order to make it convenient to use. When you are working on a number of pieces of the same thickness, you leave one screw set and use the other one to insert and remove workpieces. This works very well and is fast. I accomplished this with a coarse half-round file. Mine skews about 1", which seems about right.
This vise far exceeds my expectations and, at a cost of less than $40, is a real bargain. I urge you to make one for yourself, whatever option you choose for the screws. In addition to the one I chose, here are some other options: