From another site that describes your exact problem (do a ctrl+f on "tiny fraction"), it looks like you're doing it right by using teflon tape to wrap the threads around, like plumbing. You could try the knurled ones if you want to, if they gave you the cheapo ones that go all the way in. I use these, since I'm kinda starting a mic collection and need multiple. You might as well get 4 for $7 than 1-2 for $7.