I have the same joysticks/balltops and have been unable to tighten them to the point were they won't come undone again either. It's annoying.
Loctite is what I am also going to use. Don't use the range of superglues, use a threadlocking compounds. Loctite 222 is perfect and you will be able to remove them if required with normal tools.
If you use one of the higher grades they will never come off and you will have to use a hacksaw.