You could try slipping a very thin shim under the neck end of the heel, a very thin piece of a hard veneer or a sanded down piece of old credit card. Maybe 0.3mm thick or so, just so it fits in between the two neck-end mounting screws. It shouldn't be visible, but it should just change the neck angle slightly to allow you to drop the saddle height by 1mm or so. Doesnt sound much, but it will make the height adjustment screws that bit more secure.
Always worth removing the neck (fit a capo on the 1st fret, loosen the strings a fair bit and you can then unscrew the neck without removing the strings) just to check that there isn't any wood shavings or splinters holding the body end of the heel up a bit. a small difference in neck height/angle in the pocket equates to a much larger difference at the bridge (roughly a 1:4 ratio), so making the body end of the neck heel 0.3mm lower than the neck end, gives you around 1.2mm of difference at the bridge. So any small bits of crud holding one end higher can have a relatively big difference in what the saddles need to be set to.
Alternatively, you could probably fit longer saddle screws to make them more secure. Not sure if 8mm is the same size as your kit nones (select the metric screws).
Allparts do a choice of 3 lengths of saddle screw (I know because I bough a selection). Realparts stock a decent subset of Allparts range, but don't have everything. Alternatively, look for longer M3 grub screws on eBay or Amazon.