You could try cleaning up the threads inside the bung with the tap and then the threads on the sensor with a diamond file or die. If you're sure its not leaking just leave it alone.
Did you do the standard leak test?
-stuff the tailpipe with bananas or a potato (bananas might work better with your yellow car).
-start your car
-spray soapy water on your "bung" and see if it bubbles/leaks gas
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