Not through the roof. Short Stainless Steel screw through the upper plywood layer of the roof. (For my 2 install, the roof was a "sandwich" of plywood and foam covered by a "rubber" layer).

One tip I learned: Mount your z bracket on your panel, position the panel on the roof (not too close to an ac unit or anything that can create some shade), mark with a sharpie where your bracket are / touch the roof, remove panel with bracket and where the marks are, make a large cone shape with roof sealant. Set the panel's bracket in the middle of the sealant. screw the bracket to the roof. This should not only act as a weather seal, but also act as an adhesive to keep your bracket stuck on the roof.

One more thing: Do NOT use cheap silicon, get a real RV roof sealant. Silicon is NOT UV resistant.