I used to have this same problem...I used to use the Saunders field points but after I switched to the Gold tip points I rarely/never have this problem, also the retrieval of arrows is much more easy...

I am agains the use of wax because the point will still get loose from time to time and when this happens, the wax is a magnet for the dirt from the target...use plumber's teflon tape, the white thin one, and you wont have problems... also I picked up this one from an old timer...use a little of regular yarn/thread (you can ask you wife for this), and tight a small piece between the treads of the field point, this will give the same effect of the tefflon tape...

my 0.02