To answer my own question and for public info: The Canadian Tire ones work and they don't need to be threaded.
Now if they just made the retention screw for the mag shell out of something other than pot metal! I've stripped two trying to remove the shell to get at a stuck CO2 caplet.
“We sleep safe in our beds because rough men stand ready in the night to visit violence on those who would do us harm.”
To those Rough men... Thank You.