Probably the best of this class that I've run into is CountyComm's titanium screw link. Pricey for what it is, but it's hard beat Ti for it's mix of properties (non-magnetic, strong, light). Several of the people I've introduced to CC have picked these up, and while the threads feel a little sharper than I'd like, they're covered when the link is closed.

And unlike a snapped link, a screwed link or biner CAN'T open accidently. When it's critical gear, the difference between "can't open" and "shouldn't open" is a big one.