You'll notice I don't give any exact dimensions of parts
I don't have a wall wart handy, but I seem to remember that most of the time when you screw them tight to the plate, it kind of lifts the other end of the wall wart off the plate, so I think you need to bring the surface up to at least the height of the receptacle face (which usually stands out like 3/16" or more from the metal plate). I also think a 4-40 screw might work, but I'm afraid that would drastically increase the machining costs and weaken the screw and it wouldn't be cool if these broke off in a $25 receptacle.
My thought for machining this would be to do the bottom screw in two parts - a male threaded rod and a female threaded sleeve that would get threaded over the male threads and joined using a spot welding technique. That way you're not trying to cut a tiny number of threads into a fragile screw head. the joint on the first screw doesn't need to be super strong, just strong enough to keep the sleeve from moving.