IMO, the cleanout screw should not hit the threads of the nipple. Its only purpose is to block off the cross drilled hole that connects the nipple with the bore or patent breech hole.
Talk about a PITA. Picture this: You forget the powder and ram the ball (it's happened to all of us).
You decide to dribble a little powder into the area under the nipple and into the hole that connects the nipple with the bore and shoot out the mis-loaded ball (a common method of dealing with this problem). (A similar situation is to have loaded the powder and it fails to fire because there was oil or moisture in the breech. A little powder under the nipple will almost always set off the main charge).
You get out the nipple wrench and then remember, Oh, I need a 2mm (just a guess) allen wrench to loosen up the "clean out" screw before the nipple can be unscrewed.
Now where the H did I put that little thing.........
If the screw is actually hitting the nipple, I would suggest that some "Lock Tite" or a similar thread locking compound be bought at the local Auto Supply and applied to the threads of the "cleanout screw".
To do this properly, remove the screw and the nipple.
Degrease the cleanout screw threads and the threads in the hole with something like Brake Cleaner, Acetone, Lacquer thinner, gasoline or alcohol and blow dry.
Apply the Lock Tite to the cleanout screw threads.
Install the nipple. Screw the cleanout screw in to touch the nipple and back it out 1 turn.
Remove the nipple and let the Lock Tite harden.
Then reinstall the nipple and your done.
When cleaning the gun, remove the nipple to allow a good flushing thru the area. As was mentioned by others, there is no good reason for ever removing this screw.