It helps to have a third hand, like a small padded bench vise or similar to hold the sight body while you are working. If it's a small vise, you could actually lay it on it's side on the benchtop, with the sight assembly protruding out the side. You just need another hand, not necessarily a completely "inflexable" one. Many recommend placing a clear plastic bag over the work when you are attempting to install the spring loaded plunger, sight blade and screw back into the cavity in the sight. If there's a mishap, the launched parts will hopefully be caught in the bag, and not fly off to parts unknown.
Prior to staking, you'll need to back up the head of the screw with something hard, like a "non-marring" bench block. You can stake the center of the windage screw with a center punch, or a small bladed screwdriver who's dimension is slightly narrower than the overall size of the nut, and thin enough for the blade to fit into the slots in the nut itself. If you use the screwdriver method, you are basically just trying to move enough material into the slots to prevent the nut from backing out.
Prior to staking, tighten the screw and nut together, and then back off the screw approx 1/4 turn while holding the nut still. This will allow the entire assembly to turn as a unit after staking, but have minimal side to side gauge or "slop".
One of the members here suggests shooting before staking which is a great idea.....but if you are replacing a known blade height, that shouldn't be necessary.
Here's a close up of a couple of factory staked screws in the assembly. The factory ones tend to be a bit "over-staked" at times, IMO, almost like they are hit with a blade and a center punch.