I'm a new convert to Speedplay Zeros and am loving everything about them.
Just a quick question regarding the screws that hold the cleats in place (the cleat fastening screw, not the base plate screws).

I've lost two screws from one of the cleats, as screwing them up too tightly stops the cleat from releasing, so I had to leave some play in the screw (but obviously too much as the screw dropped out whilst riding!). Has anyone else had this problem? Speedplay recommend holding the screw in place with a dab of Loctite, but I don't really want to glue the screws in place.

Can anyone advise about how much play you should have with the fastening screw?