Use what are known as "sheet metal" screws. Drill a small pilot hole.
When the screws are driven in, they cut their own threads. Any hardware
store... various head styles. I even bet the screws that came with the
door check might be usable. I know the ones that are used to hang
things like Venetian blinds are usable in wood and metal. The screws
often have a flat, but raised head, like an upside down frying pan.
They are called "pan head" screws. Very useful for all sorts of
things. Just don't get the pilot hole too big, or there won't be
enough "bite" for the screws. By the same token, don't make it too
small, or you can shear off the screw, which is going to be VERY
difficult to remove!