Are there screws made of materials that should not be exposed to heat, smoke or propane?
Yes some metals are not safe for use with food and heat can make the issue worse. 
Cadmium comes to mind as it is a byproduct of zinc and when getting inspections on food lockers this is one of the metals they check for (many screws that are galvanized contain cadmium) cadmium is a heavy metal and ends up in our blood like lead this is why lead free brass and solder are a big deal in our water systems. Would I be concerned about 1 screw I can’t say but there are metals that should not be used according to the FDA.