Crossed threads on Panerai is very common. Any good watch tech can fix this and chase your threads. This is not a major issue. Don't worry; be happy.
Whatever you do, do not send it back to China for a repair for such a tiny problem. While it is great for Dealers to offer this service, some issues are too small to bother with this drastic measure.
Tell your dealer what happened and ask for a couple new screws. He will probably ask for a photo of the problem so send it with your initial email. He should drop the screws into the mail at his expense.
Then when you get the screws, send your watch head off to the closest trusted watch tech and he'll fix you right up.
Where are you located in the World?