Any cone-point 3x5 mm grub screw will do the job - in fact so long as its not more than about 8 mm, length is not important.
The proper Air Arms screws have a blue nylon patch patch to stop them vibrating loose. The part number is RN191 M3X5 SKT SET CONE PT TUF LOCK PATCH but Air Arms don't usually publish the fact, presumably as part of their anti-tamper policy. You can get then from Julian Bond at www.airarmsspares.com among other places.
Alan