I've got a Peavey Zodiac BXP bass and the intonation is a bit off....everytime I try to adjust the saddle, the screw itself screws out rather than actually moving the saddle back and forth. is there a piece that might be missing, or am I doing something wrong? thanks!
I'm not familiar with that exact bass, but usually when screws aren't doing their job in a saddle you need to completely take the saddle off, reinsert the screw completely, put the saddle back on and then it should adjust properly.

That's my experience with a few different basses.
loosenthe tension of the string, and then just push the saddle back to where it should be.

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