I searched and searched to find non screwbacks within my price range. I understand what you mean!!
Yes, jewellers seem to obsessed with screw backs on UK side of the water - I have no idea why. People just assume they're more secure.
In terms of a low profile setting and a smooth post, they offer that at Vrai. But I didn't want the cost and complication of an overseas return if I wasn't happy - I've heard Vrai's diamonds often run with a slight brown tint. I don't mind warm diamonds on their own, but some of my key other pieces are very white and I don't want to end up with a mis-match.