A couple of months ago someone posted a thread about having difficulty getting out of the pedal because of a loose cleat. Of course, we all went and tightened our cleats. This weekend I went to change my Look cleats and one of the tight screws kept turning and turning. I realized that the captive nut in the shoe had come loose and was turning. Anyone had this happen? I plan to carefully cut the cleat away with a hack saw, put a tiny amount of oil on the screw threads then drip a bit of epoxy into the nut area and hope it cements the nut back in place so I can get the screw out. Sound like a plan? For future prevention, should I put a dab of grease on the screws and just make sure to check them for tightness regularly? I don't think the offending screws are corroded in place just over-tightened.
By the way, keep an eye on your cleats. I have not paid much attention and mine are worn so far beyond the wear indicator holes that the slots on some of the rear screws are almost completely worn away. This is only a few months of wear! I never would have thought I walked that much on concrete during that time.