For those who have installed rub rail with the stainless insert, did you screw the stainless through the rub rail into the boat? Or use a short screw to screw the stainless into the vinyl rub rail? Any other tips or tricks besides a mallet and a lot of patience?

You can do it either way But , predrill a pilot hole for the screw. If you use an impact driver it will burr up the stainless screw head , trying to thread its way into the fiberglass.

Mine's into the rubrail. If you bogger said hole get a longer screw and go into the boat.

Screwing into the boat is alot more work because you should chamfer the hole where it goes thru the gel coat.