If not using a servo tray just tighten them enough to get the slack out of them, if they are too tight it can cause a side load on the servo and could possibly do damage to the gears in the long run. However don't be afraid to tighten them enough to just get the slack out and then just go maybe a 1/2 turn more, then you should be fine. Just my 2 cents for what it's worth.
