You will want to remove the sights to tighten the dovetail. Anything you try to do while the slot is filled is not going to help. One easy way is to take a sharp center punch and kick up a burr (or two) in the bottom of the slot and then reinstall. Alternatively you can drill and tap a hole in the sight and install a set screw if there's room on the sight base.
you can tighten the rear sight by staking it in place with a center punch impact at the edge. It is not as cosmetically pleasant, but it works and is easy to do at the range after adjusting the sight exactly where you want it.