Magnetic mounting strips are typically used with metal doors. Drilling holes in the metal doors compromises their insulating abilities and should be avoided.

These shades are too heavy for magnets, I believe. The magnetic strips I see in the store aren't that strong. I would think you'd need boat magnet type strength... on a continuous strip, or at the very least in the ends and middle. Plus, you got the anchors to contend with.

Molly bolts spread the weight out in the thin door metal more than just about anything else.

Molly Bolts. That sounds like a rock star name :-)

I hung them with self-drilling screws 1/2" -- in both, I used all four points, and it seems to be happy.

"I hung them with self-drilling screws 1/2""

If the load is light the screws in the sheet metal might hold.

Several manufacturers do make blinds for exactly the installation problem that you have here, and they all mount with industrial magnetic strips. Even wood blinds can be mounted with the heavy magnetic strips that you can find at a local hardware store. That would have been my first choice. Your holes will eventually dilate from the weight (and no backing spreading that weight) and the installation will either fall out or rip out of the metal veneer on the door. There is nothing behind that thin metal for the screws to bite into. A molly bold would work, but you're dealing with insulation as the fill between the metal here, and it is correct that using mollys will compromise that. But, since you've already done that, drilling the larger hole to accept the molly is your only logical choice at this point.

I used all 4 mounting points in each bracket, so it should be fine.

I have not found these so-called magnetic industrial strips for mounting. I've looked everywhere and can only fine the el-cheapo magnetic curtain rods.

I have 2 more doors that need to be done. Anyone know where I can get these mysterious strips? Online is fine.

So you're buying the flexible magnetic strips, with adhesive, and sticking one to the door and the other to the back of the blinds. How does something like that hold all that weight.

Or, which product are you using.

Ah, the Granger magnets we have at work -- they use them to hold tools. But, I can't see those round things working very well with the shade, as it wouldn't be flush with the door.

Choose the correct magnetic strips and they will hold a LOT of weight.