I've found that even roughening up the surfaces, puting the mirrors in the freezer and then really tightening them hard still doesn't last. They are fine until they get moved and then they gradually loosen off again.
The biggest improvement I made was to run an M5 tap down the threaded hole and fit a hex head M5 screw in place of the crosshead self-tapper that they come with.
Now I can get some decent torque on it the mirrors stay in place far better - makes them kinda hard to adjust though, but at least they stay there.
