Happy Holidays!
I had this issue too, for almost three years, on two bikes. And the issue is crappy expander plug. You can fix it by increase grip by increased surface contact area or better surface. Or get both: https://www.tradeinn.com/bikeinn/en/pro-carbon-plug-ud-long-bike-headset-expander - this solved the issue once and forever.Really, send it to the bin and and get a good one.
Thanks, I will get new plugs. Are you applying grease on that middle bolt before tightening?