As Philly says, I've got a double-screw pole VHII, and also a double-allen Cold Sweat.
From talking to Tim, I believe the difference between allens and screws is basically undetectable, but there is a difference between them and the slugs. The allens and screws both go right the way through the baseplate, which as I understand, projects the magnetic field more strongly upwards. The stronger the field/output, the more low-end in the signal (you need much more power to produce bass frequencies than treble - hence why bassists' rigs tend to be far higher wattages than guitarists), so having two rows of allens or screws, will add bass and round off the some of the highs.
I've not had a chance to compare my pickups with standard screw/slug versions in the same guitar, and I think I would have to do so in order to be able to tell the difference. Having twin rows of adjustable screws or allens does mean you can tweak the pickup's tone a bit more than usual though.
