6-48 scope mount screws are the firearms industry standard. Not many hardware stores will have them, let alone know what they are for. They can be had at Brownells and many tool distibutors. Don't buy a cheap one, you'll get your moneys worth and alot more headaches.
There is no "coating" on the receiver, they are black parkerized. The reason the holes are gimped up is because the receivers are shot peened before finishing to give the matte look. Shot peening is similar to sand blasting, only they use steel shot instead of abrasive media. It has a tendancy to deform threads.