I'd take it back off and use thread locker. I put night sights on my G19 and didn't have any thread locker. Took it out to the range right after putting them on because I wanted to make sure they were zeroed and I had to carry it for work the next day. I'd have to strip the gun after every magazine and tighten the screw back up. Even though I snugged it down, it kept loosening up. If I hadn't kept stripping it and tightening up the screw, the sight would have flown off. After my range trip, I stopped and got some thread locker (LocTite, the weakest one, I can't remember the color). No problems since using the thread locker.
Bub75