I am even later and had exactly the same question/issue. I have the RD-M6000-SGS and the 11-42 HG500 cassette.
When I put the height setting bolt full in I believe it's maybe just ok. But to have a bit more range I changed the original bolt, M4 x 18 (note, it's M4, not M5!) to a headless M4 x 20mm.
Note that the original Shimano bolt has a small head (~ Ø5.3mm), typical is 6.9mm. Since the RD has a cavity for the head a normal size bolt will not fit. You need to go either longer, M4 x 25 or go headless.
My headless type is DIN 913 but ideal would be a headless bolt with dog point DIN 915
Batman: Thank you for the suggestion! Unfortunately, SRAM components are pretty hard to come by in my neck of the woods, and when they do come up, are often more expensive compared to their Shimano counterparts.
– JM C. Sep 26 '17 at 09:39– JM C. Sep 26 '17 at 09:41
Orbea Gain F10
– JM C. Sep 26 '17 at 09:43