I've had this happen about a dozen times and usually I just screw the valve back on by hand and air it up again.

Is there a better fix for this issue? My floor pump presta head doesn't work, so I use the schrader head with one of those brass adapters. After I air up and unscrew the adapter, sometimes it unscrews the darned valve too.

Can I just use pliers to crank the valve on the stem tighter or something?