at risk of sounding like a butcher....if one of the pieces is made to be a bit out of round, it will 'wedge' in with the added friction. Dimpling would be another method, but hard to do on a finished stick & socket.
as others have said, a tapered pin or tight-fitting bolt might also take care of the slack.
had a machinist throw a knurling tool on a loose-fitting clevis, and that brought it up a thou or so to make a nice snug fit in the main tube...prior to rivetting. ( not sure that's a solution with steel of course!)
