While upgrading the bridge is the best option and it will make the guitar play a lot better, there is a way to get rid of the rattle. It might not be exactly "good practice", but it has worked for me in a pinch.
Grab a flat bladed screwdriver or something similar and kink the retainer wire in between the screws. Like this
Start with the saddles that are loose and work out from there. Try not to go too hard though.