That's what I do as well. If I want an extra tight fit, I'll actually put the slide and sight (with tape attached) in to the freezer (or even on my balcony if it's a frigid winter day) for about 30 minutes before attaching the parts. The cold weather will very slightly shrink all of the components - just small enough so that it will all slide together, and as it comes back to room temperature, the components will expand back in to each other, creating a very tough and solid hold.