This may not work depending on how bad it’s stripped but its what I would try first. Take the pickup out of the guitar and out of its pickup ring. Turn the pickup upside down and put the pickup leg on a small block of wood. With a hammer lightly tap down the threaded area where the pickup adjusting screw comes through. You’re effectively peening this area with the threads back down. This area normally sticks up a little higher from the original drilling and tapping for the screw. Take your time, tap it a couple times and check to see if the screw gets tighter, then repeat. If this works it will only give you one or two good threads so you’ll need to lighten the spring by cutting out a few coils. This will help relieve some of the pressure from the spring pushing down on the weaken threads and stripping them again. If this doesn’t work then as Rider1260 said soldiering a 3-48 threaded nut on the pickup leg may be your only option.