Marking Gauge Frustrations

Hi, super new, trying to learn, and have been practicing joinery using, among other things, one of those brass marking gauges (this one)

A constant frustration is that no matter how much I tighten it, it very easily comes loose in two ways: 1) if I bump it or pull hard, I can pull the shaft through the bushing, 2) the knob is so sensitive that as I pull/roll the gauge around a piece, it twists open and the shaft moves freely through the bushing, losing my measurement.

I'm not currently interested in making my own marking gauge right now (balancing meta projects and actual projects) - I just want one that works and can hold its mark/position.

Is my gauge just cheap/crappy and that's the deal? If so, can anyone recommend on that holds its position extremely well?

Or, am I doing something wrong?