Yes, most definitely! The slotted screw with threads for the Phillips screw is what retains the headlamp in its' bucket!
BTW, the 'wedge' in the Fresnel lens Kurt mentioned and illustrated ... is present in all H1, H4, and H4 7" bulb replacements conforming to European E-code, and is circled in red on the H1 assembly below ... it is on the same side of the vehicle as the driver!