It's easier than you think. Lately I've just been garden variety wood or sheet metal screws. Drilling the boolit takes a little getting used to but as long as you Watch Your Depth you won't do any harm.
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JD,
I suspect you are correct about Sheetrock screw heads, but I sure have twisted off my fair share of them, LOL.
I used them for this project, because I had some a lying around and the heads break off easy. I break the head off and use a drill with a chuck, because I feel I have better control of what I'm doing. If I were to use a Philips bit to screw head, I'd worry about mating and things going awry. Now if I were to use a Robertson head (my personal preference for wood projects) or a Torx, then I suspect I'd have enough control.
How anyone else proceeds with this type of thing, is up to them.