"George W Frost" wrote

One of the many jobs I have had, was in a machine shop making screws and
bolts
the problem with the ones you have may be in the final washing where the
screws are washed in a solution, to get rid of any residue
I can't foresee any problems with an oily residue on the screws to inhibit
their performance

I don't know about drywall but I have had a few oily screws that stained the
wood.

Max