So what do you guys do about the ugly screw heads on the Heng Long KV-1 return rollers?

Turn it so the face of the wheel is straight up. Apply a drop of elmer's glue (may take several applications) until you build up a rounded surface, let cure fully and paint. Or, take a rod of the appropriate size styrene rod, round over the end to the desired rounded shape with file and sandpaper, slice off the first one, repeat once for every wheel, attach with zap goo. If you ever need to get the screw out, slice off the elmer's and apply water (it will eventually dissolve), for the zap goo, it will carve off with a #11 blade and you can dig it out of the hole.

I have problems with my 2021 Heng Long German Leopard 2A6. The HL return roller screw has a flat smooth head. As it turns out, it is a press-fit spline pin. I ended up buying a new tool to pull it out. "ENGINEER PZ-58 Screw Removal Pliers Extractor Plier" from Amazon.