Not had that happen with AGW outside cranks before. Having said that, I have experienced some being loose on the axle, and a couple (the specific type for the 08 shunter) have actually split when eased onto the axle.
There are a couple of ways to alleviate this:
1. Countersink from the back of the crank; once seated, Loctite 601/603 or Nutlock 242 should help the bolt keep its grip.
2. Don't overtighten the bolt when you get it in.
3. For the axle, partly running a 3.2mm drill from the rear will allow the axle to be inserted more easily. Then it's a case of either running Loctite in as the crank reaches its final position, and/or running a fine drill through the crank and into the axle so that the crank can be pinned in place - not easy.
Note: AGW and the old Sharman outside cranks seem to be based around a generic 22" stroke.
Ultrascale only produce outside cranks for their 08 shunter wheel, and these rarely if ever give problems. Their crankpin system seems to be more secure; some people redrill AGW wheels to take Ultrascale crankpins instead.