How to install stuff on walls

If you are replacing shades you can likely fasten the blinds in the same location with screws. Windows normally have a frame around the perimeter that you can screw into.

Maybe use a Stud Finder.

When I hung mini blinds I cut a piece of paneling 2" wide by the length of the blind. Sand an area on the wall where the same size as the blind and glued it to the wall with contact cement. You only have one shot at getting it the right place. Then drill a pilot hole and mount the blinds. That gives you twice the thickness of paneling to screw into. Glue on the screws also helps hold.

For blinds I think I would use screws, but coat them with either epoxy of wood glue. As you say wood screws do have a habit of stripping out and I have found the wood glue helps a lot.

For wall hangings generally we mainly use Command Strips and sometimes small pieces of Velcro. Put on correctly the Command strips don't fail very often - provided you use the correct size for the weight of the object being hung.

If you watch the 'Changing Lanes' videos on YouTube they are full-timers for the last 5 years and they swear by them - as do I.

I tried everything , what I have been doing successfully lately is pop rivets . You must know the thickness of your paneling and add the thickness of your piece that ya wanta hang , add em together , walk over to Ace Hardware and purchase correct length .

Depending on the weight of the blinds I’d absolutely consider an adhesive option. If you can stick a large surface area.
Other wise, no, I wouldn’t trust a molly to hold in luan or more specifically I wouldn’t trust the luan to hold at the point loads or the paneling fasteners.
Find the framing is the best solution I think. Just like in a house.