Seems to be a common problem.
Mine done the same also.

I initially pulled the plastics off to expose the nut, and placed a shim between the nut and the frame.
It worked for a few bulbs, then failed again.

Took a hammer to the bottom of the frame, and bent it back in.
Not tried another bulb yet, but I suspect the frame is now weakened to a point it will just do it again

I think I have to take the blame though, as I suspect over-tightening the thumb screw is the reason for the damage
If you get the plastic cover off the bottom that the thumb screw goes through, all should become clear. Look at the bottom of the frame for it flaring out.

Andy