I always put them in first before trying to secure the item to the other item - that way it gets the threads started and removes any burrs/shavings from the screw hole (you dont want THAT floating around in your projector). Then I go round the case with the vacuum just to make sure.
hey TTerbo, next time you assemble one of those 2U rack cases, use a set of ball end hex wrenches to put the handles on. Makes it a piece of cake. Did mine in about 2 minutes. Doesnt matter if the ball end wrench is slighly undersize (it helps actually) then snug them up with the correct L hex.