Hi,
Yes the thermal resistance of heat sink compound increases with the thickness of the layer. A layer two times as thick has twice the thermal resistance as one layer has.
You dont need plastic screws. You can use steel or stainless steel. On the other side of the heat sink you use a nylon shoulder washer which keeps the screw centered in the hole at all times so never comes into contact with the side of the hole. This is really the best way because of the physical endurance of the metal screw vs nylon. Note the screw doesnt have to be isolated from the device package tab, only isolated from the heat sink metal so one shoulder washer per screw is enough. The holes are drilled out to accommodate the shoulder washers not the screws so they will have a significantly larger diameter than the screws. You can also add insulation to the screw threads too if you like, leaving enough room for the shoulder washer and nut on the end.