DON'T tap it with the screw in place!
If you don't mind doing a bit of work, back the set screw out (I don't use them at all), then take the head OFF the haft. Look at the haft. Is it all chewed up? Look inside the eye of the head. Is it very rough, or have a lot of burrs?
Smooth out the inside of the eye with a dremel or round file. If the haft is really chewed up, you might want to replace it. Otherwise, sand it a bit (not much, just smooth the wood out) where the head is going to seat.
Next put the head on and tap it into place until it is nice and tight. With a smoother inside of the eye, it will seat more firmly, and more metal to wood contact will mean it will stay in place better.
If you want to help it stay, do a very tight paracord or rawhide wrap underneath the head.