I'd put the diff screw on the slipper side: Having the gearbox adjustability on one side of the car is easier for maintainance and setup
If the diff tends to undo itself, you should probably look at a (new) nyloc nut or some sort of sealant or agent to increase friction to rotate the thread. I haven't really had this problem on one of my cars though (they are not Ansmann vehicles, but I guess the cars/brands don't differ that much on this front).