If you haven't put locktight on the threads, you should be able to tighten up the cylinder rod with the cylinder closed. However, if there are any unfired cases still in the gun you'll have to use caution and make sure that you keep the muzzle pointed in a safe direction while doing the following.
Your model 66 has left hand threads on the cylinder rod, and because of this it's possible to tighten the cylinder rod with it closed. To do this you will need to have some fingernail present on your left thumb, so if your a nail chewer, find a shooting buddy who doesn't chew their nails or put duct tape on your left thumb for a couple of weeks so it will grow out. Wedge the fingernail of your left thumb firmly into the knurling of the cylinder rod and start cocking the gun and then releasing the trigger while controlling the hammer carefully. This will tighten the cylinder rod in a few turns of the cylinder enough that you should be able to open the cylinder. Just be aware that when you first start, you'll have to wedge your fingernail into the knurling HARD and you may have to fight with the hammer a bit in order to rotate the cylinder against the resistance that the ejector rod may be causing for the first turn or so. So, don't be afraid to horse on it a bit.
Now, if you've taken the advice of some to use locktite on this critical part, it's going to get a bit expensive and you will recieve a toungue thrashing from any gunsmith you take the gun to. You'll also probably need a new ejector rod assembly and a new extractor start fitted to your gun so it times properly. What he will probably have to do is have a small post TIG welded to the ejector rod in order to allow enough force to be put against the ejector rod to allow it to be turned back into place against the resistance of the locktite. Then he can simply cock the gun to run the cylinder rod back into place and then repair the damage to the ejector assembly.
Now, a couple of questions. How have you been tightening the ejector rod? Have you been using a leather pad to clamp the knurling on the ejector rod?
The reason that I ask is that normally a properly tightened ejector rod assembly will NOT shoot loose when properly tightened. I like to hold the cylinder in the left hand firmly so that my hand acts as a slip clutch. Note, by firmly I mean a very firm handshake firm but not a painful handshake firm. I also use a bit of worn out leather belt folded over the knurling and held with old fashioned hand pliers to tighten the ejector rod. I also load the cylinder up with fired brass to protect the pins for the ejector rod and the keyhole in the cylinder. If you have been doing something similar, and are certain that you've tightened it quite firmly, you may need to have the ejector assembly replaced and fitted by a gusmith. If you've been tightening it just by hand by pinching the knurling and turning the cylinder, follow the advice to use some pliers or a vice with some leather to protect the knurling and tighten it down properly. BTW, I use pliers because getting foolish with a vice could crush the ejector rod. You can also purchase a clamp specifically for the ejector rod from Brownell's if you're not confidant of using leather and pliers.
As for how tight these have to be, they do have to be tight. Not stupid tight but far beyond what can be done by hand alone. Unfortunately, I've never actually seen a torque specification for this so I can't say what the exact number is that S&W probably specifies at the factory. However, by my hand judgement and simple feel, it's about as tight as someone can tighten a LARGE #3 size philips head screw using a large handled screwdriver by hand alone with one hand. That is actually pretty tight, probably in the range or 20-40 inch lbs. of torque. In another comparison, if you've ever needed to use some pliers on the shaft of a #2 philips head as a cheater to help loosen a philips head screw and didn't strip the screw head, it's about that tight.
