Exactly, I bought a few bottles at a clearance sale of assorted colours, reds, greens and yellows, along with clear. You can use the clear to hold screws into the front panel, putting it between the countersink and the screw, and afterwards using a small swab to wipe it into the screw head to fill it, leaving it smooth on the panel. If you are putting on a panel overlay use any colour close to the overlay, with the filled screw head preventing a indentation showing up in the panel finish.
It will eventually dry even if it is in a screw thread, so if you want a truly evil use place a drop on the thread close to the base then tighten the nut down so it spreads out at the bottom.Removing the nut will in most cases result in a broken screw, unless it is a high tensile version. Those will never come off, though if clamping tension is lost they will rattle until they wear either a big enough hole to fall off or wear out the shaft till it breaks.