I've never put Loctite on grip screw threads. I have on the 1911 grip screw bushings, but the CZ75's don't use that type of set up.
No o-rings either.
I will say that sometimes, the grip screw holes in the grips just don't perfectly align with the threaded holes in the frame. Usually just one side becomes aggravating. And it's happened to me with the soft rubber grips more often than with the hard plastic grips.
Back to the "technique". Just remove the old screws and the grip panels. With the pistol unloaded, of course. If, after a screw is removed the grip is stubborn about coming off just stick a finger in the mag. well, put the finger tip on the inside of the grip and push it off the frame. It should pop off easily with no screw holding it.
I always wipe the frame down with an oil cloth before I put the grips back on. If the polycoat is in new condition it might not be as much of an issue, but on many guns the area under the grip panels is never seen, never inspected/cleaned and never protected with a film of oil/lubricant, so do it when you have a chance to look at it and lube it, do it.
When you put the grips on it the front should go on/in first, then lay the back edge down and make sure the panel edges go flush with the frame. I'd do one side at a time. Then try to insert and thread in the screw. Don't use a lot of force when starting the screws. Just align and turn the screw and make sure it starts squarely into the frame threads. It won't take "force" to thread it in if it's correctly aligned.
It won't take much force to get the screws tight either. You don't what to strip them out. Admittedly, it's a "feel" thing if you don't have one of those little torque limiting screw drivers being sold the last few years.
If you want a "feel" for starting and threading the grips screws then do it a time or two with no grip panel on the frame. It gives you a good idea of the angle the screw needs to be at, how easy it should be to start the screw and how easy it is to turn the screw down into the frame when it's properly aligned. That might help, when you have the grip panel on the frame, to get the screws right.
Good luck with it.