I used a wrap or two of teflon plumber's tape on the S-100 I sold -- both on the thumbscrews and on the individual saddle rollers. It snugged it right up -- some of the play was actually b/w the threds in the thumbscrews and the threaded holes in the bridge itself, so being able to "thicken" the threads was a big help. There's enough down-pressure on the bridge that I sort of doubt much issue would exist with looseness b/w the posts and cups in which they seat.
But the biggest source of lost string energy and faint buzz/hum was the saddles -- tape helped there, too. (There's no real need for them to turn freely with a stoptail, once the string spacing is sorted out)
[EDIT] I've also heard of people using clear nail polish to lock in the threads once they're satisfied with the adjustment. And, I can't speak for all bridges; there may well be some with vibration issues b/w cups and posts. MY '74 SF-VI, is nice and tight all-round, but the '71 S-100 wasn't...