Just tighten one of them, its what i do half the time

And other half of the time you tighten another?

Yes :P. I’m a coward and never put it in without tightening at least one or both

I drilled two holes in my laptop as it had no room for VGA cable screws :D (about 2y ago)

> I am writing this on a screen where the HDMI connector pops out if a even touch it.

Just one more reason to switch to DisplayPort. The only downside of DisplayPort over VGA is that it's up to the connector model if it locks, not user input; but other than that DisplayPort seems clearly superior over VGA. Apart from the obvious signal improvements, slightly more compact design and the recessed port, even an non-locking cable sits far more securely than an unsecured VGA cable.

If I had to choose between a disconnection and damaged circuitry… I managed to pull too strongly on a DisplayPort cable plugged into monitor, resulting in broken PCB. Luckily, the HDMI wasn't affected.

Honestly, I have never tightened those screws.