What I usually do is take a long 3mm screw and slowly and lightly thread it into the motor holes until I feel it stop, then back it out 1mm. I then use electrical tape to mark where the screw goes into the hole. Back the screw out and measure from the tape edge to the end of the screw. This is the max length you can go in before it hits a coil. Make sure to do this for any/all holes you plan to use in case some coils are closer to the hole than others.
I don't think it will harm the windings, but if you ever need to remove the screws, it will be difficult to clean the LT residue off the threads of the motor. I've never used LT on the motor and it's been fine. If you still want some type of locking function, use split lock-washers?