Loctite was a no-go. Cleaned the gun, sight, and screw thoroughly, applied the stuff, put it back together and let it cure, everything was good, no give at all. Went out to the range, put 150 rounds through it, and it's loose again. Much less than before, because the screw does NOT move any more (i.e. the Loctite is doing what it's supposed to do, it's just not the whole problem), so I'm going back to my original theory of something going wrong when the barrel gets hot. It might be a manufacturer defect, so I'll call customer service today, but do you folks have any other ideas in the meantime?