On a digital tighten it enough that the servo is not buzzing/hunting after power up and its has been moved, I.e. switch on and then move the servo by the Tx and if you have it right any buzzing will stop, but it will buzz when you first switch on, any play in the servo should dissapear when the power is on.

If you are worried about the servo output shaft load, put an auxillary arm in front of the servo and connect that to the rudder, it can then take a lot of tension as the servo has no direct tension on it only the rudder load.

Mike