Its kinda risky, but you can very gently mar the threads on the plug (male threads) just enough to cause some resistance. I carefully laid my threads on the top of my bench vise and very lightly tapped them with a tiny ball-peen hammer. It doesnt take much, but I dont think any type of thread lock would be good for conductivity, so thats what I came up with. Too much and you risk breaking the plug trying to twist the caps on, or not being able to get them on at all, so go easy.
You might also be able to try gently squeezing the cap in a vise to create the same effect.