I couldn’t remember how many turns, I only use my feeling that hand tight is good enough and there’s no play exist. I’d say no more than a quarter turn after the tip of the screw contact the aluminum base plate.
But your Torx T20 screw from Walmart won’t have the pointed-tip like the original mirror screw (see picture above in post #12) and that could change everything though. IMO the mirror screw is almost impossible fallen off completely by itself unless someone unscrewed it. Are you sure you can’t find the original screw somewhere on the floor? If the Walmart screw keeps getting loose often, you may try to get the original mirror screw from a Mazda dealer.