I'll answer my own question here.
1. The screw at the bottom has little to do with filling.
2. The butane nozzle you use has to be the perfect diameter. I used the universal nozzle but had to cut it down with a razor.
3. Sometimes it takes a little wiggling to get it to fill and not be blocked by the offending screw.
4. The valve they talk about opening for first use is at the top of the fuel cartridge and has two metal tabs to help you rotate it two 360 degree turns, counter clockwise with your fingers.