The locking backs certainly make them a bit of a pain to remove, but it also makes it very secure. I lost a few clutch pin backs. Since I moved to the locking backs, I haven't lost a single one.
As to adhesives, I did it in two steps. First, I used CYA (superglue/zap-a-gap) to set the pin in place, then I used a healthy dose of two part epoxy over the pin. CYA glue by itself probably would have worked just fine.
Purists like the bolt and grommet method because that was the screen used method, but I have to say that this method is a lot easier, cheaper, and less permanent. After wearing mine a couple of times, I decided I needed to move the plates down a bit. It took about 20-30 minutes to move all of the front plates. Not that big of a deal. And I won't have to worry about it again.