Why do you want to "Adjust the Windage " after you have the gun sighted in? Fixed sighted guns are just that. If you want to be able to keep it tight, that is one thing. If you want to be able to adjust it, that is another thing. Novak makes an adjustable rear sight that takes care of the up and down, but has to be moved from side to side for windage.
Caspian Arms has a 4-way adjustable sight that should fit that dovetail cut.
An easy way to tighten the dovetail sight you have is to remove it, take a center punch and smack some dimples in the bottom of the slide cut in the middle and then screw it back in and put some BLUE Loctite on the set screw when you install it.
If you want to make it never come loose, use some Red Locktite on the bottom of the sight before you put it back in. Then the set screw becomes redunant.