Thought I'd revive this thread with some extra info that might help anyone else doing this.
I got some 3/8 inch/10mm length screws (#2-56 as per OP) because I was paranoid about the screws being long enough that any sideways forces might damage the board, but once they were tightened down I realised it was nothing to worry about. I'd recommend 1/2 inch length screws for a better connection, but 3/8 inch will still work. Use a 5mm or 3/16 inch socket to tighten the nuts down.
The screws are slightly narrower than the original pins so the connector might actually be a bit too loose, in which case, simply push or pull each terminal out from the connector, stick the screw in, grab a pair of pliers, and gently but firmly clamp them down. If you need a mild bit of effort to pull the screw out, the connection should be ok. You don't want it so tight that it's a pain to pull out, because there are six of them. The main thing is that the connector, with all terminals modified this way, should require moderate effort to remove and install as you want a secure connection more than anything else.
If you're removing the terminals and wires completely from the connector, do them one by one unless you have really good memory, or took a photo beforehand so you know which wires go where.
Below pic is how I did mine up, you can also see some black tape underneath to prevent short circuits as the screw heads make contact with the housing in my case.