I see no reason not to have the screws or studs in through-holes. Having just done a very similar repair on my loco’s steam outlet!

Studs and nuts are preferable because if you do need remove the fitting you can leave the more delicate threads in the boiler bush well alone.

If possible, don’t use studding. Make proper studs, so the boiler end screws down to the thread run-out, helping seal it. A slight reduction turned along the shank diameter will ease assembly and any subsequent removal / re-assembly.

Your problem here though is material. Most likely you will need replace the 6BA with a metric size, needing careful study of the thread tables to determine the best size. M3.5 might be nearest without undue diametral conflict. M4 may bring nuts too large for the dome flange, and the increase in diameter reduces the sealing area.

Regarding boiler removal, Haynes don’t seem to publish a manual for miniature railway locos (“Re-assembly is the reverse of dismantling…” ). So really, all you can do is examine the engine carefully and work out a logical order.

Have ready suitable containers for the fasteners and parts; label them. Where possible use 1/4″-drive socket-spanners or nut-drivers as these will reduce the inevitable damage to paintwork that covers fasteners.

I don’t know the Rob Roy but I would think for any locomotive:

1) Superstructure (cab and tanks) first. Cab floor. Grate and ashpan (usually a single unit designed to be dropped easily from the firebox… and awkward to replace.) Ensure you’ve suitably disconnected fittings screwed to the cab sheets, and piped to the boiler.

2) Pipes at their boiler connections, beyond those already disconnected when removing the upper works. A tip: released union nuts delight in wriggling down their pipes to lodge in obscure corners. A bit of masking-tape or string round the pipe will keep the nut near the union. I’ve also lent my own engine’s plumbing those miniature “clothes-pegs” normally used for clipping Christmas-cards to strings.*

3) Dome cover… Already off. Dome as well, you tell us.

4) Cladding – if it will come off easily at this stage. It might be easier left until the boiler is off the frames.

5) Smokebox. This is likely the trickiest stage because designers of scale-model engines seem to think we have scale hands too. Carefully examine the entire front end to determine what has to be disconnected and what can be left. Remove the door so it doesn’t get in the way. Slip the cross-bar back onto the dart to store it with the door.

Obviously the main steam pipe to the cylinders.

Also the pipe from hollow-stay (usually) to blower-ring. If possible disconnect the blower end but only slacken the stay union, as that is likely the less accessible.  If your loco has a vacuum-brake ejector you’ll probably have disconnected it when dismantling the cab.

6) Boiler mounting. Examine how the boiler is mounted in the smokebox and on its expansion-brackets at the sides of the firebox.

Any screws or bolts at the front end, engaging the barrel forwards of the tube-plate, that will need removing?

The expansion-brackets will almost certainly have, or be, retainers which when removed allow you to slide the boiler backwards and lift it clear. They may be simple angles that hold lugs on the firebox, onto the frame tops.

NB: a) If possible place a wooden batten across the frame tops just aft of the smokebox, of sufficient height that the disengaged boiler can’t accidentally nose-dive into the chassis. b) Ensure you’ve not missed some obscure pipe or other fitting.

In general:

Don’t dismantle more than necessary; but don’t leave in place fittings that will unduly obstruct the main work.

If items like the pressure-gauge and whistle are screwed to the sheet-work, leave them there. Slacken their unions but disconnect their pipes at the manifold.

Large, painted units like the cab and tanks may be stored (dry) wrapped in bubble-wrap and suitable boxes.

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*Re-fitting my club’s loco, I soft-soldered thin pipe slices to discreet spots on a couple of pipes as permanent union-nut restrainers.