Ideally you want to use the second or third one, more clean and avoids harming to the wire, but just using the screw into the wire is okay
Actually this one would be the correct one for this kind of screw terminals. Type FC is for the screw terminals on power supplies like the ones from Meanwell. Type FS / FIS for switches, MB and FB or FS / FIS and MS to be able to connect two wires, BC and HSB to permanently crimp together two wires. I've only seen RC being used for grounding.
I frowned at that for entirely too long before I got it. Then I laughed for entirely too long.
Credit goes to AvE