Your thinking is correct but unfortunately not that easy practically. 3D printing tolerances is not that great specially across long linear surfaces. I need to leave a 0.5mm gap between the fin slide and the tube silde to make site the two parts fit properly. So if there is not retention screw in place the fin with wiggle. The fin won't carry must force in that direction. So nylon screw will work fine. But even metal M3x5mm machine screw is minimal.
I realize that, and the reason I gave advice was because I've done it before. (I can give you my CAD file and you can print it, its quite snug but nothing a little sanding wont help) It locks into place, and i can slide fins right in or out, having less hardware the better your adoption rate will be, because the less work people have to do to get a working rocket, the better. If you have to go out and find some obscure nylon or metal screw, its gonna discourage people from making your product. It's really not that hard to 3dmodel a slot feature without wiggle, you can even overdo the tolerances and just use sandpaper. Also, its really easy to overtighten screws in 3d prints, plus it lets you change fins in the field without having to fiddle with the stupid super tiny flathead nylon or metal screws.