I learned years ago to do several things.
Light hammering is needed to set the zincs on the shaft. Tighten the screws as described above rotating the shaft to get them even and to set each zinc half.. The screws will not pull the zincs on to the shaft.
I might try a big C clamp to speed the initial setting.
Last but not least to ensure proper electrical contact the metal mounting surfaces are sanded bright, both zinc and the surface it is mounted to.
I also use SS flat washers under the screw heads. Sometime needs a bit of playing, Dremel, to get them to fit over the screw and then into the recess.
The screws are Allen heads and that head is small. THey were designed, the Allen heads, for use in alloy , hard steels where minimal size is needed. The larger standard hex head would be a problem and of course the sockets would make the recess even larger yet.
Zinc is a soft metal and the tension will soon be lost unless the load is spread out a bit more. I also , when needed, went and bought longer screws as some times the screws were simply not long enough to grab properly. And yes, I buy good zincs.
Between the hammering and the washers I stopped losing zincs.
I agree that a fast planing boat might be more likely to loose a zinc but it is also from my fast planing boat that I figured the above out and once sorted out even on that boat I lost NO more zincs.
Xsbank: Good tip about the paint.
