The pickups on my guitar wiggle when you push down on them. They're fine when your playing though. Is that a problem? How do you tighten them?
Its the nature of having the 2 screw mounting that most companies use. The is a better system that uses 3 screws so they wont wobble. But not many companies use it and finding the 3 hole mounting rings are pretty hard.
Most of mine do the same thing. Just stop touching them!