I've only once had one of the shelves come loose - I think it was overloaded in the first place. The pantry isn't where I store really heavy stuff like canned goods or jars of spaghetti, I use the shelves under the refrigerator and oven for that. I've also noticed everything runs smoother since I went to 16 inch wheels and added centramatics.
My shelves wedge into the supports pretty tightly. If yours are loose, you might try bending the prongs that hold the shelves ever so slightly inward, or using something like a toothpick or a scrap of that non sliding shelf liner between the connecting parts to tighten up the connection.
Today is a gift, that's why they call it the present.