For starters, a screw can ground exactly one point on a sheet of conductive film. Unfortunately, effective shielding requires quasi- continuous contact all around the periphery of the shielded area, e.g. a row of screws... and they have to get closer together as the working frequency goes up.
Eventually, you end up with nickel plated steel rimmed with rows of closely spaced fingers that are in turn mechanically held in contact with a ground plane. Or containers closed by continuous solder seams or fusion welds.
All of these wonderful, cheap, easy, quick shielding methods work just fine in the engineering laboratory. Put them together with real line assemblers and expose them to the customer's real environment, and all the money you saved on wonderful, cheap, etc. goes out again, greatly magnified, as warranty costs.
Mike Halloran
Pembroke Pines, FL, USA