Do the aluminum feet screw properly into a MadCatz SE / Brawl stick?
Yes they do. Quite nicely indeed. Use the screws that are already on the SE's rubber feet now. Simply remove the feet and screws and replace the feet with the old screws holding the new Case Feet. This is my SE attached.
I have the 35mm on my SE. They can be purchased here: http://www.focusattack.com/joystick-case-accessories/ if you lost those screws they are Length 13.4mm x Diameter 2.7 mm or .52in x .11in head is Diameter 5.7mm or .22in