Rikkit - just how loose is it? I put one of Lee Shavers Lyman 17A front sights (with a bubble level) on my Sharps 45/100, and it, too, was loose in the dovetail. But I have an easy fix.

Using fine sandpaper, remove the bluing from the bottom of the sight, and degrease it. Hold it upside down in a vise, heat it up a bit (I used a propane torch), and then just melt a small dollop of solder onto it.

You can then easily file the solder down (be careful because it cuts fast) until the sight just barely wants to go into the dovetail - maybe it will go in about half way. At that point, don't file it any more, but tap it gently into the dovetail with a plastic or brass hammer.

I got a nice snug fit and it's been working fine.