Can I screw into HDPE sheet?

HDPE is a "self-healing" polymer which holds screws securely. As the screw passes through the sheet, the polymer heats up and forms itself to the profile of the flutes. Screw retention exponentially increases as the sheet gauge increases. For best results pre-drill a smaller hole prior to fastening screw into it; this will increase the holding power of the fastener as less polymer is displaced.