That was a difficult to word title, it's not an easy problem to describe. I figure most of you know what I am talking about, but I'll clarify. On a fixed bridge guitar, or one with a strat-style tremolo, the 6 saddles each have two height adjustment screws.

I like low action, so those screws end up poking above the saddle and it can be annoying when you're palm muting (and they rust easy)! Do they sell an item to cover the screws so you can't feel them?

Or maybe there's a different style screw you can buy specifically for these style of saddles? Just looking for advice on making my guitars better.

Fender had (has?) 2 different size saddle height screws. You could try checking which you have and buy the shorter ones. Other people (including me) have used a Dremel to grind off the extra height.

Part of your problem may be your setup style. The basic idea is to raise/lower the saddle height screws so that the radius at the bridge matches the radius of your neck. The action (bridge height) is then set primarily using the six bridge plate mounting screws or two posts (depending on which type of bridge you have), with a little final tweaking using the saddle screws. Do some reading on basic setup for more details.

What I do is shim the neck so that you have to raise the saddles to get good action. With modern strats it is easy with the micro tilt system.

Fender has at least three sizes of screws. But you can easily buy the set screws whatever length you want (try mcmaster-carr for example -- but the local hardware store should have them). You can also just grind them down shorter so that they don't stick out the top.