I agree with the no locktite idea.
Brownells sells a wrench that will not mar the extractor rod. I've found I can do the same job with a portable drill. After I dismount the cylinder assembly from the frame, I chuck up the extractor rod and turn the chuck BY HAND. I also place a fired case in each chamber to prevent the extractor from moving during the tightening process. This also protects the alignment pins if they are present.
The trick is to not over tighten. Once you get a good grip on the extractor rod, it really doesn't take a lot of force to snug it up enough to keep it from coming loose in recoil. So take it easy. If it works loose, give it a little extra force the next time. You will get the feel of it.
Also when the time comes and you want to fully disassemble the cylinder group for cleaning, the same technique works well, and no frozen goop on the threads or springs.