On my main glasses (standard wire rim type) the "rivetting" of one of the lens screws is inadequate so that it works itself completely free in a week, although the screw remains captive. It's not a very favourable geometry for applying a thread lock compound. I wondered whether something like clear nail varnish over the head might work. Or supergluing the lens rim to the wire rim near the junction, to reduce the spreading force? Or should I try centre-punching the screw? There is a fairly good dimple in the end.
I have a "repair kit" with lots of screws, selflok nuts, etc which I would use if I had lost the screw but since it is (so far) reliably captive I am slightly reluctant to remove it.