Used Spaldings for quality A2 stainless saddle screws on a few bridges. I Usually go for Dog Point. You might want flat point for the spacing locking screw.
Pitch would be standard... and likely to be metric. Rub some soft pencil lead on the threads and run em in and out.
Got any pics? Saddle height screws or Intonation?
Not likely to be 'fine' which only become available at a larger size thread...