Locking tuners : How tight is tight enough?

You're correct - lean towards good and snug with your tightening. If you over-torque, you run the risk of stripping out the screw threads or even snapping metal inside, and the tuner(s) are then useless for their intended purpose.

The "hold" in a locking tuner is a mix of a little triangular "peak" in the string, and that peak torqued against the hollowed convex top of the post by an internal pin. A good solid hold on that peak is your goal. When you go to remove the strings, you'll see the little peaks the torque pins formed on the old strings' tips.

That being said, be careful not to lose the twist caps on the back or the internal torque pins. You see this happen during restringing. The pins will fall out if the caps come off and are very easy to misplace. When you're restringing, loosen the caps just enough to free the strings from inside the posts.