Mat,
My engine also looked like they forgot to tap the hole, so I used some screws from my 40 years of collecting small screws from train projects. Here is the picture of the “replacement” screw versus the one that came with the engine. I think the replacement is from an MTH engine that I gutted and is a screw that holds small parts to the metal frame. As you can see, it is slightly smaller, slightly tapered and a more agressive thread. The replacement screw is the top one, the original the bottom one. The replacement screw basically did the “tapping” since the metal pilot is relatively soft metal.