Bathroom over sink lighting bar
This may sound a bit weird but I have used colored modeling clay to tighten up the ceramic rings that were loose. The heat from the fixture sets the clay and it wont come out. So If it doesn't look right take it apart and wipe it down before the clay has time to dry. Also make sure your lamps are not a higher wattage than the fixture is rated for. Last can you hear a buzzing in that 1 lamp? I have had a few over the years that the element in the lamp must not have been supported correctly and they made an audible buzz. This could be a source of vibration but it is rare (changing the lamp would solve the problem if it was buzzing).