The saddle strips (I'm really not sure of the official phrase, either) should be able to clamp the saddle in place if you over-tighten them.
My way of adjustment was thus:
Remove handwheel assembly from carriage. Remove carriage from bed.
Remove the bolts.
Clean strips and bolts.
Lubricate area of strips that contact the bed.
Set carriage back on bed.
Attach a dab of blue loctite to bolts. Use red if the blue shakes loose.
Holding a hex key like a pencil, install strips. Tighten them down snug as you can without using the bent section for torque.
Check for fit. You should be able to slide the carriage--still detached from the handwheel--along the bed by hand. There may be just a little resistance but there should not be any rocking or twisting.
Fine tune as necessary. IIRC, there are set screws in the strips to aid this.
Once satisfied, let dry.
The thing with all chinese machines--the Seige mini's, especially--was that they come fairly rough. They need periodic maintenance just a little more often than more expensive machines, but if this is the first you've had it, it may be in the process of wearing off the initial roughness.
The Seige machines ca be made to run very nicely (I could get .0005 accuracy from mine, if I did my part!) but you need to do the occasional tear down, clean, and adjustment about twice a year.