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