This is the mechanical lug they are giving in the kit now. This is a terrible choice for a fine stranded conductor like they are giving us now.
In my day job I've replaced a lot of them that were used on fine stranded conductors like in SO cord and DLO cable (diesel locomotive cable) because the screw either did't catch a lot of the strands or cut through them.
We used to get this style in the kit.
Much better choice on a fine stranded conductor. The V grooved bottom and pressure plate equal a much better connection.
The crimps are the best way to go. In a pinch if you don't have a proper crimper or vise you can crimp the code connectors they give us with a pair of lineman's pliers with a crimp die behind the pivot point, if you are strong enough that is, not the way you want to do a lot of crimps either cause your hand is going to hurt after.
If you are going to solder after try your hardest not to let solder work its way to far up the conductor past the lug at after repeated bending it could break there.