arghh, welcome to my private heII. I have the same problem, and I've lost a number of screws. I usually put them in so they're snug, and then 1/4 turn more. I have purchased the loctite, but I've been afraid to use it too. I think there are different kinds, so make sure you get the one that's not permanent - it just helps hold it in place.
P.S. - Speedplay sent me 8 replacement screws when I called to ask about them. I keep them with me at all times, because when they go, it's hard to get out of the pedal.
For 3 days, I get to part of a thousand other journeys.