Yes, had exactly the same problem. Heard a clunking noise last season and on lifting the boat found that the rudder had dropped over an inch and was hanging more or less loose. Quite frightening, and the top ‘nut’ (actually round) had completely detached. All back together again, but will need to check the locking grub screw after each sail.
Certainly has lessened my confidence in the boat, and I will need to explore ways of effecting a permanent cure.