Check a sewing machine repair shop. They'll have all the little screws.
I picked up a sewing machine for my 10yo daughter at a yard sale. It was missing the thread tension spring and screw. I bought both (instead of a whole new bobbing case) for $2.50. The case would have cost me between 10 and 20 and since I wasn't even sure if the machine worked well or not, I thought I'd give this a try. BYW...she's sewing on the machine.