Good to know I'm not alone. I had the exact same issue with the ScrollBot kit! I used the smaller screws until it was lined up and starting to go through, then removed them and just held it in place over the jig with a couple of lolly sticks underneath the pHAT to support it which worked fine.
I tried the screws that came with the hammer header jig with a PiZero, PiZero W, Unicorn pHAT and the Scroll pHAT HD that came in the kit. Only the Scroll pHAT HD was too small for the screws.
Also on the subject of screws, my ScrollBot kit came with 8x M3 white nylon bolts & 10x nuts and
2x M2.5 white nylon bolts with no nuts! Luckily I had some spare M2.5 nuts so I used those. It would be nice if you sold the nylon nuts & bolts. I know I can get them elsewhere and they're fairly cheap, but just being able to chuck in a mixed packet of them with an order could be good :)