Well, don't force it too much. I guess a tighter fit means minimal space between chip and sink for better heat transmission, but imho the screws are more for holding the contraption in place.
What's between the sink and chip? Cooling paste; high-grade or basic? One of those preformed thermal pads?
I know with the paste/grease I use, it needs 2 weeks to dry/cure/set/whatever before it reaches optimal performance, but that should only account for a few degrees.