I feel like I'm the only person on the planet who doesn't get this! How do the blue headers on the prototyping pi plate work? I've loosened the screw, put a small wire (#24) in it and tightened the screw. The wire comes out. I've tried the same with maybe #20 stranded ... big enough so all the strands don't fit in the hole. Same thing. What size wire works? Where does the wire go? Is there a photo somewhere on the site?
Also, are the screw heads really soft? Do I need to be really careful with a screwdriver not to mush them up?