I've read of people using locktight and/or using a center punch to put a raised dimple on the underside of the sight to raise it in the dovetail ever so slightly. You would also want to besure to use something to clean any oil/lube that might be in the dovetail allowing the sight to slip.

I would drill and tap the sight if possible to receive a small set screw. This will make it very solid and not move and you will still be able to remove the sight later if you wan to up grade. A prime example is the rear sight of the Ruger P90. It is in 45 cal and is rock solid tight when the set screw is tight and has a small amount of lock tight on it. Just make sure you don't use the permentent stuff or you will never be able to remove your sight.

Maybe the simplest "fix" involves using a brass punch and light hammer taps to push the lips (that is, the "overhang") of the female dovetail slot down a little, tightening it.
Remove the rear sight, tap the slot's lips down, and then carefully replace the sight using that brass punch and the hammer.
The lips don't have to move much, so don't overdo it.