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!
And, if the metal is quite thin, it's even better to drill a tiny hole
through it and then use an awl (or icepick) driven into the hole to
enlarge it by extruding some metal rearward, which gives the sheet metal
screw more to bite into so it's not as likely to get pulled out when
someone tries to push the door in on you.
Be aware that door chains are worse than useless. You disarm the major
defense (the dead-bolt) by opening the door a crack. The goblin, intent on
ravishing maidens, reaches in with a bolt cutter, snips your itty-bitty
chain with about as much force as that used on a toenail clipper.
You're a goner; there's nothing left to do but faint.
Consider a peep-hole or a hole like you see on armored cars through which
you can shoot.
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