My above "too much pin for the shaft hole" answer it based solely on your stated fact that the shaft instantly turns back a little bit after snugging the cue together.
If you notice your shaft has loosened up a little bit after playing for a while, then it's a different problem. The raw G10 threads are quite abrasive. Over time, they can wear down the wooden threads inside your shaft. This will cause a wobbly union of the shaft and cue, and can result in the shaft loosening up while playing with it.
Once the threads have been worn down, there are a couple different fixes, but the only fix I think is appropriate is plugging the shaft hole, and boring and tapping new threads.
In order to prevent the wooden threads from being worn out in the first place, a light coat of thin CA can be applied to the raw G10 threads to seal them. Please note that I have never personally done this. I've only read about it here in other threads.
I have installed a couple G10 pins; one in a personal cue I used to play with for years. I never experienced the shaft backing off after snugging the cue together. I definitely experienced the worn out wooden threads and wish I knew the thin CA trick at the time.