When I come to replane a fingerboard, I love it when the nut just pops off without heat, steam or blades ... so I never glue a nut in place unless specifically asked to, and even then only with the faintest dab of weak hide glue. The strings hold it in place just fine with the string pressure. Sure it'll fall off if you take ALL the strings off, but no damage done and its easy to put back. Under normal use, just change one string at a time is the best way anyway.
I would not screw a nut in place, its just unnecessary work!
... and I have never had a nut move at all during playing, even though they are unglued
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