Yes you can buy screws - but if you are building a clock and are trying to learn the craft of home shop machining, what better activity than to make Cheese Head screws - from scratch. These screws are used to hold the clock plates to the stand-offs. 
The making of the screws has a few steps that are somewhat time consuming but the results are worth the time. The experience of doing, making mistakes and learning is all found here. It is humbling to get it right despite being a simple item like a scew.
This task required a few steps and excersises a few skills; turning, threading, parting, and slitting.
(1) Parting and Turning The screws are made of 3/8 drill rod. The material is held in the three-jaw chuck and then faced. A parting tool is used to cut what will be the bottom of the head. This is about 11 mm in from the faced end and done to a depth that leaves 3 mm diameter on the stock. The faced end to the part is then turned down to 4 mm in diameter.
(2) Threading. The stock was turned to 4 mm in diameter and then threaded with 4 mm x 0.7 die (used in the tail-stock die holder). The intial parting in step 1 done to a 3 mm dia leaves a small area unthreaded next to the bottom of the head. Threading is all done with the lathe OFF and the chuck rotated by hand.
(3) Parting to size. The stock is again parted. This time the part forms the top of the head. The end result is a threaded screw with a nice flat (cheese) head. But - oops - it has no slot to make it useful.
(4) Slitting. The screw needs a slot. So over to the milling machine to use a 1/16th slitting saw and a jig to do this. The jig is simply a piece of alumimum tapped for the 4 mm x 0.7 thread. The screw blank is hand threaded on and the saw is centered on the screw head diameter.
One lesson learned here by trial and big error is the cutting speed 
of the tool needs to be slow. The saw is 2 1/2 inches in diameter. My first attempt was at a real highspeed which lead to disaster. The HSS slitting tool instanly went dull. The corrected process to cut the slot (under CNC control) was to set the head RPM low - maybe 300-500 (sorry no tach yet) and a feed of 2 inches per minute. A first cut of 0.01 inches was done to establish the slot. Then two more cuts at 0.035 and then 0.070 depth were done. It sounds horrible when cutting but the results are great.
of the tool needs to be slow. The saw is 2 1/2 inches in diameter. My first attempt was at a real highspeed which lead to disaster. The HSS slitting tool instanly went dull. The corrected process to cut the slot (under CNC control) was to set the head RPM low - maybe 300-500 (sorry no tach yet) and a feed of 2 inches per minute. A first cut of 0.01 inches was done to establish the slot. Then two more cuts at 0.035 and then 0.070 depth were done. It sounds horrible when cutting but the results are great.With CNC control on the mill this was the time to sip Saturday morning coffee while the machine cuts away - at least after the sequence of G-Codes was entered. Using EMC2 in MDI mode (manual command entry) it was simple work to enter a few lines of G-Code to repeat the slitting operation at the depth passes mentioned. Now if I only had the lathe CNC'd then the enter screw making process would be much much quicker.....
