Hi there Gutek,
To answer you questions:
1) IMO not using the screw is a pretty good option, although the zumo security screw is provided for piece of mind, I have a replacement one (that I hardy ever use) the biggest problem with this is that the screw can fly out if you don't fasten it, so just take it out and try that, I don't think you'll have any problems without it. I've even done light off-roading without the screw and it seems to be ok. The bracket will collect a bit of water probably but as long as you drain it off from time to time it should be ok. It will however become a bit corroded over time.
2) The replacement screws are handier than the standard zumo screws if only because you don't have to carry that little screwdriver around and perhaps more annoyingly when it breaks (and it sometimes does) you can't get the Zumo out of the cradlt easily, don't pay 15 quid for one though, you can get them for about half that, pm if you're interested.
Additionally, if you want to remove the whole cradle when you park (or if you would like to use your zumo on more than one bike without having to buy more incredibly over-priced Garmin accessories) one solution is to simply cut the power cord somewhere near the cradle and fit a quick connection to the end of it (see photo)
The connector I use is the same as an optimate and a Tamiya RC car connector (so available from model shops) and allows me to switch the Zumo readily between 2 bikes and also switch between GPS units on one bike, also if the cable fails, I can just make another one rather than pay 35 Euros for one from Garmin.
Also be aware that the Garmin cradle for the Zumo costs 110 Euros separately, which is frankly daylight robbery!
David