When you trim cases with this setup, start with the case length gauge in the case neck, but let the drill spin up to full speed before pushing the cutter against the mouth of the case. This will keep vibration or any tendency for the case to come out of the shell holder to a minimum.
You do want the shell holder to be fairly tight against the lock stud. A scrap of leather or a work glove will save wear and tear on your thumb and forefinger from tightening and loosening it.