This may help someone, I hope
If you have problems with the screws that hold the tip coming loose on your pick gun you could try going to the local automotive store and grabbing some mild thread locker. (loc-tite, permatex, etc..) Don't get the strongest stuff, and don't use more than a tiny bit. This stuff is strong!

It will keep the screws in there good, and they can still be removed when you need to. Just put some more on when you replace the tip.
Keep the thread locking compound away from things that need to move freely, of course.

(pins, keys, springs)