Quoted:
Whenever you have a pistol with a barrel that accepts a suppressor. But you don't own a suppressor yet, or you decided not to use it. Do you keep the thread protector on? Or do you take it off? Does it effect accuracy if it walks itself loose?
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Metal ones? Add some Loctite to hold them. Use a high temp version.
A heat gun will destroy it when needed in short order.
You could try the o-ring trick to keep it in place, but the heat from the muzzle flash is not all that good for o-rings.
If the ring hardens up it will no longer lock things together.
Plastic? Remove them and replace then when you are done.
Check muzzle temp before replacing.
Unless your powder is something uber filthy it should not leave much on the threads.
Give them a wipe when cleaning things.