I was curious about exactly that question so I checked, and yes, there is a change in the indicated heading when you hold one of my "SS" screws near the ADAHRS. This was really surprising because they don't exhibit any other evidence of magnetism.
Note too, that I was using several SS washers as shims so there was actually a lot of metal there but it was all stainless. But for new installations, there is no reason not to use brass, just like you use for magnetic compass mounts and other instruments, so that's what I would recommend.
Also note that my airplane is particularly difficult when it comes to ADAHRS mounting. It's a canard-style, centerline thrust twin so, with engines on both ends and no tail, the options are pretty limited so mine ended up under one of the rear seats.