Do you mean the sight blade or the sight block? Loose dovetails on sight blades can be tightened by peening the underneath face of the dovetail on the blade (not the block!). If the sight block is loose, the simplest, and indeed best fix is to soft-solder it*. You rub down and tin the surfaces that will not be visible after assembly, and then sweat the pre-tinned components together.
:wave:
*This is a proper fix, not Bubba-ring, and is to be recommended as it is reversible.