Depending on the valve, it may have screw holes to anchor it to a piece of wood blocking, or you may have needed to use straps or clamps to hold the pipes which would hold the valve in place. Also, you might want to take the cartridge out and put some plumber's grease on it, it may help move easier. the plaster guard is there just to be a guide on proper placement and help keep crud out while you are putting up the finished wall - it generally isn't used to support the valve (some thin wall installations may be the exception). In most, you can and should remove it once finished. Probably won't hurt anything, but most are not designed to be left in place during use. If there's no blocking in the wall, or the pipes aren't well supported, you won't be able to firm it up without getting in behind - maybe through a closet, so you don't have to tear up the tile.