Finding a lock is hard work. I use a security screw, but mostly because I could never find the right lock. Many locks I have tried start rusting before long. The one provided at MM would be better if it had soft edges or was coated in rubber or something. I have looked for small rubber coated locks, but they never fit the MM cage hole. The screw works great, but a perfect lock would work better. Too small, and the cage can twist a little...that has it's own issues, like falling out. It also rattles more, which some may like, but I do not...especially in an office environment when you are trying to be professional. If MM ever sells a great lock for their cages, I will buy one...but until then...it is the screw (which I like too). A rubber coated version of the one they sell would be a vast improvement (and that never rusts).
You can wrap lock in electrical tape or dip it in Plastidip (just cover the lock hole with tape before dipping.
Check out the small aluminum Master Locks with plastic covered body. I think it is their #131. Fits my Jailbird fine and snug enough that the cage doesn’t twist against the base ring hole.