All the above methods will work.
When putting dimples in to form raised metal, always try to work on the sight, not the slide.
A First Rule of gunsmithing is to work on the part that's easiest/cheapest to replace if something goes wrong.
Remember, the idea is to raise metal not just put punch marks on.
Use a slightly dull center punch and hold the punch at various angles to raise metal.
When using a Loctite, first degrease the sight and slide.
If they can't be easily removed, use some denatured or 91% alcohol.
Put a big drop of the alcohol around one side of the sight, put your mouth over the area and blow the solvent through.
Repeat a few times, then use a hair dryer to warm the area to dry it.
(Sounds nasty, but it works. Use a hair dryer, NOT a torch or heat gun).
After drying, put a good drop of Loctite on one side and blow it through the dovetail area.
Rinse mouth.
Let it cure 24 hours, wipe off the excess and apply some lube to prevent rust.