Hmm, I ordered some m2x3 ones from Amazon as they mentioned they were laptop m.2 / wifi card screws. I'll have to see how I get on with them.
Laptop arrived today and has been great so far. Oddly enough, I didn't go for the upgraded Killer wifi card, I stuck with the standard Dell one (our UK spec M15's are a bit different to the US ones) and it still came with Killer software installed so I had the activation issue until I killed the Killer process.
I've had the back off and there are no heat sinks over the m.2 drive area. I just went for the base 256gb one (we don't get the option for a single 512gb or single 1tb which would have covered what i wanted!). So with the 256gb one, I've then got a 1tb drive to add in the second slot.
No covers (other than the back) to remove, just need the screw to hold the drive in. I can imagine that I'd be best off with the copper heat sink cover that seems to come with the machine if you go for a 2 drive option, so I'll be contacting Dell customer support about getting one of those.
All been good so far. I'm incredibly impressed with the build and form of the laptop.