Both of the DNZ mounts I have came with 8-40 NS (National Standard) screws. For that you need a #28 bit and 8-40 tap.
The 40 tpi thread is needed for the shallow holes usually used on guns. If your application has a lot of meat and can take a deeper hole and longer screw, you can replace the 8-40 screws with 8-32 screws from the hardware store. 8-32 taps are readily at any hardware store, 8-40s are not, and ususally have to be special ordered or bought on-line. Use a #29 bit for 8-32 screws.
Here's a handy drill bit/tap chart.
http://www.bigblockdart.com/techpage...illChart.shtml