A few things I know:

1. that looks to be the "OE" egr block that comes w/ the s/c kit.

2. Maybe loc-tite burns off,but... I was having the same problem last fall on my way back from the Badlands meet. After I got home I put some loc-tite on the threads & cranked it down as hard as I could while fairly warm.

3. It hasn't come loose since.

4. A 22mm stubby from Sears is your friend & should spend the rest of it's life in your glove box.