No you don't want to have any movement,within reason. It doesn't want to be so tight as to restrict worm rotation.
This is sometimes part of the problem when trying to use autoguiding to correct pe. When you're autoguider tries to make an adjustment or the error in pe "reverses" then instead of making an adjustment by the worm moving the gear, the gear acts as a pivot point and the worm moves backwards/forwards in its blocks. From the autoguiders frame of reference it has made an adjustment and nothing happened, so it has to make another adjustment. However depending on what is happening with your pe at that particular moment it might infact double the adjustment needed or still not be enough so the mount continues to drift or jumps too far, which requires another adjustment. Which again might not be the adjustment needed because the worm may move b/f again. But it might be too late by that time anyway, you have trails starting to appear in your image from the first mis-autoguidement

. Either way over correcting or undercorrecting you still end up with trails and your autoguider spends most of the night fighting the endplay and not actually guiding. Does that make sense???
