Peter, just curious if you're considering the same inserts and machine screws for the woofers as well.
Nope, but I guess one could. I have threaded MDF and then dropped on a bit of super glue to consolidate MDF. Not fill hole, but just soak wood fibers. This was for aesthetics because I wanted to use button head machine screw with socket heads.
My reasoning on the tweeter has to do with supplied tapping screws. Their threaded diameter is close to the slot width in tweeter frame, so it tends to jack frame when inserting. This way also makes it easier to insert screw after assembly without risk of stripping hole.
The last one I did, I posted here about modifying the mounting slots on tweeter, which borders on hackery, at least for me. This is a more elegant solution, which gives me a warm fuzzy.