From measuring it, it looks to be a M2 thread (standard, 0.4mm pitch), 4 mm long.
I don't think they make a M2F (fine thread), but I'd wait for confirmation from the empeg guys first as to exactly what it is.

Might be hard to source locally in the US, though a large industrial supply house or a place like http://www.mcmaster.com probably carries it.

I'm assuming you have brackets screwed to the sled - you could reposition the screws holding bracket and sled together, by drilling new holes in a position unaffected by the screws in question...

/Michael