Thanks for warning me Robert!
The filter wheel body is definitely some high grade alu, but I'm actually not entirely sure about the carousel.
Anyway, will probably take out the screws one by one at next opportunity and put them back with a ultra-small drop of the mildest thread-lock.
And sorry for jumping in too quickly here. Just thought I'd say, because of the thread title, that there's another type of 31mm filters, with a tiny rim for easier mounting. Astronomik uses this version, guess the new ZWO ones are similar.
From a product page:
"Now Mounted in Low Profile Non-Threaded Cell.
Sometimes unmounted filters can be hard to handle. The smaller diameters, such as this 31 mm H-Alpha filter, can be especially difficult to pick up and insert or remove from the filter wheel, and that can lead to possible damage as well as unwanted reflections from incorrectly installed filters. Astronomik has solved this problem by mounting their 31 mm and 36 mm filters in a low profile (3 mm) non-threaded cell. O-rings, washers, or spacers are no longer required to hold the filter in place, and because the cell is only 3 mm thick, it works well in all appropriately sized filter wheels. Mounted 31 mm and 36 mm Astronomik filters will also play nice with unmounted versions in the same carousel."
So the filters actually slip a tiny bit into the filter hole, making it stable even with just one screw on each side. Would think that there's enough surface under the screw head so the filter can expand a little radially, relative to the carousel surface. Did not tighten the screws much, to specially allow for this movement. But again, thanks for reminding me on the threadlock - usually not forgotten!
Please have a closer look at the same picture in better resolution:
https://www.dropbox.com/s/oebm6zcwiu5ycru/EFWminiAndAstronomik31mmMountedFilters-big.jpg?dl=0
Maybe the "stand-alone screws" does not look so fragile after all.
And you can better see that Sam & Co is sending screws with Philips head. Can't comment on the washers as I don't which diameter they used to be. Anyway, they were not for my case - the screw head would have been left too high up.
The best would of course be if Sam updated the manual with complete mounting details for the most common filter versions/brands, like Astrodon and Astromomik. (And the ones from ZWO I'd guess. Wasn't an option for me at the time, as I needed several filters parfocal)