on most any RC you can over tighten those screws and prevent it from steering. since the hub is plastic, it just tightens down and clamps itself to the knuckle (or vise versa)
Basically, tighten it and test by hand if it can steer without resistance (resistance beyond that of the servo itself) if there is extra resistance, just back off 1/8 turn at a time until it turns smoothly.
I don't know for sure, but I think there may be "plastic" Loctite. The screw on the bottom of the knuckles are known for shacking themselves loose. As they loosen, they damage the threads of the plastic knuckle, then they just fall out.
It may be possible to use some plumbing thread tape around the threads of the screw before installing it...to give it better grip inside the knuckle. Ive done this a couple times but in other models, so I cant say for sure if it will work....but wont hurt to try.
You may be able to find the correct screw in a hardware store...in the section with all the cardboard boxes. if your model is newer, just look for 4mm x 10mm screws. If they have them, you can likely buy a dozen for the price of one set of knuckles.
A buddy of mine got desperate and used super glue. the gel type. this can work, but 1) you cant get the glue anywhere but on the threads and 2) you wont be able to remove the screw without ruining the hole of the knuckle....so if you ever needed to make a repair which required the knuckle to be removed, you'd then have to replace it. So, basically, this is a last resort.