They should be tight enough that the rig doesn't slam around in light air. I usually get my crew to pull down sharply and steadily on a trapeze rig while I put in the final pin on the shroud. I've seen people hang horizontally or even use their mainsheet blocks and boom on the halyard to tension put extreme tension on the rig. However, the leeward shroud is going to dangle like a leaf in the wind no matter how tight you make it - I think beyond some point you're just loading up the hulls unecessarily.