The only screws that I ever put Loctite [blue only] on are scope base screws.
Since a loose scope mount can easily ruin a hunt, the last thing I want is to have one of those backing out on the trail.
However, no other gun screws should have Loctite applied to them if it is at all avoidable, IMHO.
The point regarding using properly ground screwdrivers is well taken....very important to avoid damaging slots.
Regards, Dave.