Yes, you're right Ranger that it varies remarkably. I am one who always makes a point of tightening screws very very strongly (sometimes untill they snap in half!(I have encountered this problem only with screws of contactors which have thinner screws. Let me add that I always get a replacement in such a case under the manufacturers warranty))
I was once called to a place where a whole RCD melted b/c of sparks that were created b/c of loose screws. It melted untill it made a short and the MCB tripped! I find that it would be a good idea to make RCD's with a thermal protection, too. I think that that's how a lot of fires (which are due to electrical fault) start.