The front screw (closest to the banana) is for the wire only. The aft screw is for strain relief and should be super tight into the wires insulation. With the GLS (which I use for all my cables) I have found the anything smaller than 12 gauge needs to be served on both the insulation and the bare wire. So what I do is insert the wire into the connector to find where the screws will contact the everything, then carefully wrap bare 24 gauge from a point that will be inside the connector but behind the aft set screw all the way up to the tip of the stripped wire (this is what served means). I use leftover wire from CAT5 stock.
Sometimes when I use techflex on my cable pigtails, the heatshrink holding the techflex is more than enough to hold a thin wire in the GLS plug. Then I only have to serve the stripped tip.
PS, wear gloves. The tiny screwdrivers you'll be using will leave your fingers a ragged bloddy mess if it slips off the screw.