Sheet metal screws should be fine for any resilient plastics (delrin, nylon, teflon, polypropylene, polyethylene, polycarbonate, ABS, PVC) but will not give good results in brittle plastics like acrylic, phenolic, or styrene.
Any application requiring such a small screw should be pilot drilled approximately the minor diameter of the screw thread.
Wood screws can be used in softer plastics like PE and PVC, but they have a tapered thread which can cause them to bind up somewhat short of your goal.
Machine screws with self-tapping tips should be avoided for use in plastics. They are too dull to give a decent cut and are apt to congest with their own stringy chips.
Chalo Colina