Ah yes, now I know what you mean, the peg is supposed to have a taper on it, so when pressed into it's socket, wedges it in. Willie's fix is probably the most secure. The only thing I find when tapping a thread into plastic, especially a fine thread as used on the 2-56 screws, being fine, it can easily strip out the hole. This is the Kadee tap & drill set for those 2-56 screws on ebay
http://www.ebay.com/itm/Kadee-246-H...455250?hash=item4afeebf052:g:ZqgAAOxyJX1TApEP
When the model manufacturer's use screws into plastic, they either rely on the parts being joined, such as a coupler box cover to it's box, clamping together, before binding the coupler, which means the screw can be tightened with sufficient force that it won't loosen, commonly called being nipped up. This doesn't always happen, especially when tapping the hole yourself, or for some other reason and the screw has to be backed off to allow the coupler to swing. You can try filing the coupler to make it thinner, or securing the screw with a dot of tacky glue in the threaded hole, screwing the screw in to the required amount and allow to set. The tacky glue should stop the screw coming loose, but still be able to unscrew. Be sparing with the glue so it doesn't squeeze out onto the coupler pivot.