I bought a set of  Truglo TFX sights for my P-07 Duty... the rear was super easy to change, the factory FS came right out...the new one was a PITA! spent a lot of time with a small fine file ...final got it in and was a touch too easy.. no FS pin as on the CZ75 just the dove tail to hold it. so I used a drop of red loc-tite... Think I'm GTG after it sets up?  anyone else run into this issue? thanks

No set screws?  If it was me I think I'd take a center punch and displace a little metal on the slide over the outside edges of the front side.

If it does come loose and you remove it, you can also take a center punch and make a bunch of little divots in the slide where it would contact the bottom of the front sight.  That would really tighten up the fit when you reinstall the front sight.  There's a name for that practice/procedure but I can't remember it at this moment.

shot about a 100 rounds at the range today... the front sight stayed in place... I figured it would be a good test ...the red Loctite is holding.