Am I correct in thinking that you should use some kind of screw lock coating once you have undone them and removed links and then put the screws back in?
Or am I just dreaming I've seen this somewhere?

 

Where the screws new?
It looks like that they were hard to come off or you didn't handle correctly the screw driver? Sorry to have to say this.

For these screws I would use Loctite 243. Strong enough to hold the screws in place and easy to come off with a screw driver when you want to.

Others may use other methods though.

 

Run the bracelet under warm/hot water for a minute or so....use the CORRECT screw driver that sits perfectly flush in the screw and you should have no problem running the screws.

Based on the photo above you've either used a screw driver where the flat head was too small....or....you used too much force to get that first screw unlocked.

Patience and the correct tools go a LONGGGGG way in taking care of your watch.