get the 8-32 and use lock-tite. it's the same result.
the 8-40 has a finer thread, but really isn't necessary if you put on some lock-tite after. the screw will NEVER move unless you intend it to - ie. recoil will never loosen it.
the 8-32 tap, 8-32 allen key screws, 9/64 drill bit, and lock-tite you'll need are all available at canadian tire! it's as easy as that.