RE: MVVS .40
Normally, the rubber O-ring in the high speed needle should keep the needle put.
Check props for balance to avoid excessive vibration. Loosening of this needle is a rare problem. If that does not help, slip a piece of tubing over the needle and spraybar jacket.
The idle needle jacket can be modified with a single slit dremeled in. Then carefully reduce the jacket diameter with pliers until the needle thread is a tight fit.