Plumbing. Compression fitting Shower valve to 3/4" threaded female. Ideas needed
I'm no plumber, but here's a thought...

Compress a copper nipple onto the shower valve.  Now instead of the adapter you made, install one of these into the wall:

http://www.screwfix.com/p/male-coupler-15mm-x/82086

Now, place the other end of the nipple (already attached to the shower valve) into the compressed end of that fitting, and to lock down the nipple you will be tightening in the same direction as the threads going into the wall.  So basically you end up with a compression fitting on both ends of the nipple.