Probably. People call the fuel screw a pilot screw too.
Here is an article that explains it. -->>
ThumperFaq: MXA Thumper's Fuel Screw
Nothing good can come from leaving the jets loose. They should absolutely be tight and snug inside there. The right size jet, correct clip position on the needle, and proper fuel screw adjustment and you should be golden.
The fuel screw is a minor fine tuning adjustment.