You should also realize that you might be using a split die(not sure if you are)and that the tighter it is the smaller it will become and leave just a little bit more slop in th die holder. If you can get it set on its largest setting that will still be able fit into the die holder, the less slop you will have. You can even open the die to much and it wont even fit it the die holder anymore. Im only saying this to let you see how much you can vary the diameter, and therefore the slop in the die holder, just by adjusting the die with the set screw in it. Then making sure that all of your set screws on the die holder line up with the holes in the die and that they are nice and tight on the die. I also like to tighten those screws like i would change the tire on my car. Dont crank one down then crank the other one and then the other one. Tighten one a little bit, do the other a little bit , do the other one, all the while eyeballing that die and making sure that it stays dead center when i tighten up all the screws.