A tiny dab of loc-tite will keep them from unscrewing on their own. But note, the cables that DL sends with the tags are extremely cheap imitations of real aircraft cable rings. You can pick some up pretty cheaply.
https://countycomm.com/products/a-p-key-rings
The delta ones crimp incredibly easily, I haven't actually broken one but I stopped using them as soon as I noticed how flimsy they are compared to the ones I bought 10+ years ago.
One thing about the "real" thing, though, the screw threads are a bit larger than the delta ones and don't fit through the hole in the tags. about three seconds with a file was enough to get it through, though.