And not too small a hole either. Thickness of the central shaft of the screw or just under. Unlike vintage tuners where the screws hold the tuner in place, these screws are just to stop the tuner rotating against string tension when you wind a string on the tuner. So almost all the force on the screw is sideways, which is dealt with by the length of the screw in its hole. The threads just stop it coming loose and falling out.