Where the jack screw is for the mirror mount there is some filler. Is it ok to have the jack screw for the mirror in an area with filler?
Is this an aftermarket mirror that uses one set screw to hold it in place? Or an original mirror for some specific model/year of car? I expect you know what will happen if you turn a set screw into filler, it will "find" the metal underneath, and the filler/paint will end up chipping, and how much it chips depends on a lot of things that we can only guess, such as the depth of the filler, and how well the paint adheres to it, etc.
By your wording, the assumption is you have a peep style mirror that clips over the door frame lip with a single set screw? The peep mirror I bought for my 53 has two set screws on the inside that pushes a solid metal strip. A single screw will do what Jim says and continues to dig in until it hits metal.
I didn't realize that will happen. Would a skim coat of filler chip? I wonder if I need to get a new door. What if I'm not able to get this to a skim coat.
Maybe if you told us more about your mirror, and what the door is on, we could offer useful suggestions.