You do need pressure, but overtightening is possible. With a problem like this, err on the side of looseness. Get it as tigh as you can so that it still works.
Yes it does but to much can cause problems. Thats why they tell you to do a crisscross cross when screwing the pins on Intel Fan/heatsinks. Screwing in one side all at one could put to much pressure on one side of the CPU and could cause problems.