Hey I have 2 sets of the same pedals & cleats (one for my road bike and one for my commuter) cause I love them so much. My bf put my cleats on my shoes and said that the screws should be pretty tight and didn't use loctite (with the thought they would never loosen, which they haven't).
Thr problem you're having could be from the tight springs, since the zeros cleats are pretty tight springs.
I havent had a problem with the zeros, but it did take a little while to get used to the spring tightness