Dan's given a very thorough answer about the stays. but I thought the question was about the direct fitting of the guards to the frame and forks? I could be wrong, it does happen
For those direct fittings to fork and frame, fairly tight and using a bit of general purpose medium thread lock will help, though if you're going to make a habit of fitting and removing it can be a pain re-applying threadlock.
That's it really, unless you're a bit obsessive... Here's what I do, it's not a recommendation, but it keeps me happy and I don't have problems with them.
I use flange button head Torx screws, I use these for a few things so I have stock, the advantages are - The button head collects less dirt under the guard than a cap or hex head, the flange distributes the stress and the Torx head is less likely to round off than an alan head. Also, with any M5 button head, you'll round it out before damaging the thread, and though you shouldn't do either, that one's an easier problem to deal with.
Something like these:
https://www.accu.co.uk/torx-flanged-button-screws/485122-SHBF-M5-14-A4?uk_google_shopping=1&c=3&gclid=EAIaIQobChMI9qDgoPPT-QIVhBCLCh06sgpQEAEYASABEgL9efD_BwEThen I like to use a rubber washer between guard and frame, stops any rattling and protects paintwork, traditionally this would be a leather washer, but you don't get those in Wilco's.
I use both holes in the fork, I don't know why there's two, maybe its for choice or maybe it's just more secure, maybe someone who has has them fitted by Thorn will say what they do. I find doing them both up tight distorts the shape of the guard a bit, so I use a couple of washers under one. I also like to use longish screws, longer than the gap between guard and tyre, in the unlikely event they both loosened the guard would be sat on the tyre but still attached to the fork. Frame fittings are a bit less safety critical, you'd have to loose both the chaistay and seatstay screws before it went anywhere.