A silly question, maybe, but do you have lock washers behind the screw heads? What Ed said previously had been my experience as well, as the gasket gets wet and compresses, it allows the scew tension to lighten and vibrate loose. Personally, I do what rusirus suggested. Run it for a minute or two at full throttle so it gets hot, then tighten them again. I would not recommend red locktite as it will build up in the internal threads and may make future removal difficult if you don't chase the thread with a tap. I have had more trouble getting them loose when cold, after a "hot tighten-up" and had to run the engine so I could remove them. I don't use any gasket material or silicone sealer, since most muffler to engine surfaces are machined so smooth the gas pressure leakage is minimal.