How to tighten screw in looser masonry hole?
Shop for 'masonry screw anchor' and 'machine screw anchor'. These are much more tolerant of slight dimensional inaccuracies. They come in a variety of styles designed for different applications.

I used the lead-cylinder type when framing my finished basement and they hold a heavy door frame without shaking.

I would not use epoxy or mortar because you have to hold the installation in place until the adhesive sets. Plus you can't ever remove the screws.

I'm not sure but it looks like driving special screws directly into masonry should only be done with a matching drill and driver supplied by the screw vendor.