Well, you could always TIGHTEN the screw back up a little and shave down the latching tab just a bit after you've done so. There IS a sweet spot on that little screw. Try it in steps of like 1/8th of a turn. It's crazy I know, but I've fixed three different Lugnuts doing nothing more than experimenting with that one little screw.
From:
Re: Lugnut.
From:
Re: Lugnut.