Accuracy international cheek weld screws.

I had a couple sets of aftermarket ones and the "flats" (if you can call them that) on the tips were so wonky they didn't bite down on the bars well and would constantly loosen. I got a set of authentic AI ones and never had the problem again, they remained tight unless I loosened them to make an adjustment. Yes $25 for a single thumbscrew is a little expensive but you get what you pay for.
 
The brass inserts at the tip of the AI screws are worth the extra $'s - no damage to the cheek rest slide metal and the screws hold tight.

The after market solid steel screws will work, but they will mar the slide metal mating surface.