Background/Objectives: Melanoma is the most lethal cutaneous neoplasm, with Breslow thickness being a key prognostic factor. This retrospective cohort study aimed to assess the impact of screening frequency and diagnostic methods on tumour stage at diagnosis and to explore implications for risk-adapted strategies. Methods: Between 2017 and 2024, 475 cases of melanoma were diagnosed in 397 patients. Screening frequency, diagnostic method, and patient risk were analyzed in relation to tumour stage. Results: Compared with first-visit cases, patients who underwent screening within two years prior to diagnosis were more often diagnosed with melanoma in situ (32.6% vs. 44–51%; p < 0.05) and had thinner invasive tumours (0.68–0.73 mm vs. 1.8 mm; p ≤ 0.001), though no differences were seen between screening frequencies. Full-body examination was associated with more in situ melanomas (46% vs. 34%; p = 0.016) and thinner invasive tumours (0.92 vs. 2.05 mm; p = 0.2) compared with lesion-directed screening, but this effect disappeared after excluding first-visit cases. Invasive melanomas diagnosed by mole mapping were significantly thinner than by dermoscopy (0.55 vs. 1.07; p = 0.035). In high-risk patients, tumour thickness decreased with more frequent visits (0.905 mm without screening vs. 0.40–0.55 mm with ≥1 visit; p = 0.001). Moreover, mole mapping identified thinner melanomas in the high-risk group compared with dermoscopy (0.47 vs. 0.60 mm; p = 0.02). Conclusions: Screening is associated with thinner melanomas and more in situ diagnoses. Digital mole mapping offers additional benefits, with high-risk patients profiting most, while low-risk individuals could be managed with less resource-intensive approaches. These findings support risk-adapted screening strategies focusing on intensive, digitally supported modalities for high-risk groups.