1. Start with a brand new screw of the correct diameter and thread. (because the old thread will be scratched and may jam in the epoxy)
2. Wax the screw thread by heating it and touching it to a candle, then wipe off all excess wax while its hot and finally reheat for a thin even film of wax on the surface.
3. Clean the hole thoroughly with Acetone and a Q tip, or if really small, a narrow strip of paper and a tooth-pick.
4. Mix up any metal or ceramic powder loaded epoxy you can get - basically any hardware store epoxy that isn't translucent, according to its instructions. Don't be tempted to try to mix a very small amount as errors in mix ratio are more likely, and will weaken it significantly, so its better to mix too much and discard the excess.
5. Work the epoxy into the screw thread, fill the hole and push the screw into it, WITHOUT any board or cover or other part it normally holds.
6. Wipe off excess epoxy and make sure the screw is straight and centered
7. Wait 24H for the epoxy to fully cure. DO NOT touch it till its set.
8. Unscrew the screw from the thread formed in the epoxy. If its difficult to turn, briefly touch the head with a soldering iron to melt the wax.
10. File off any remaining excess epoxy with a small diamond rasp.
You should now have a reasonably strong formed thread in the hole to fit the original screw.