I don't have any idea about what thickness of copper plating would be appropriate, David, but a waxy, aerosol anti-spatter product I've used was very effective.
For my C-clamp screws, I put shields made of flashing aluminum around the screws (or any other parts I want to protect). The thin aluminum sheet isn't actually wrapped around, I've already formed quite a few pieces that are rolled like split tubes, so they just slip over the clamp threads. These thin shields are completely effective at keeping splatter from sticking to the clamps' screws' threads, when I need to weld near the clamp.
Many times when using C-clamps, the clamp can be inverted so the screw isn't on the same side where the weld needs to be.
I suppose there are numerous other coatings that would prevent spatter from sticking, but they might not be as durable as copper plating.