Does the top of the grip screw escutcheon sit above or below the surface of the grip that the grip screw seats against? If the escutcheon is too long then the grip screw won't press against the grip and hold it tight. I had this happen on a set of smooth G10 grips. I've also found that with grips made from harder materials the grip screws tend to loosen up a bit easier.
The top of the grip screw actually sits a little below the surface of the grip??