I can spin my fuel injectors a little bit. Shouldn't they be tight?

They should not be tight. They should have rotational play. (but not in and out).

When changing injectors, use new o-rings and lube with a little motor oil.

When bolting in the fuel rail, just snug is fine. Otherwise you you risk cracking the plastic spacers and breaking the fuel rail. It's only aluminum, so you need to be careful.