Ok here goes
1, Take them apart
2, Clean the screw and the threads in the pin holder really really well
3, Grease every thing using the Hudy Antiwear grease bun dont get any in the threads of the screw
4, Add loctite to the screw (only the smallest amount) then tighten it all together , not too tight as this may bend the pin.
If your using ECS Axles then cover in shrink wrap like this , it stops the dirt getting in and if a pin breaks it keeps it in place till the end of the race , saved me a couple of times