Share 'Lace yarn & interchangeable needles'

Does anyone have a tip for keeping KnitPicks interchangeable needles together tightly?  I've been working on a lace shawl using shadow lace yarn and interchangeable needles.  The needles tend to unscrew a little bit and the yarn is so thin it catches as soon as there is the slightest gap. No matter how much I tighten the needles they're apart again after a row or two.  Has anyone had this proble…