A PRV must be installed after the pressure tank and switch. With 42/62 pressure switch setting, you can set the PRV no higher than 42 PSI. After the pump comes on, this should give you a steady 42 PSI when using a small amount of water. The PRV will have 7 PSI pressure fall off as the flow rate increases to 10 GPM, so the pressure will drop to about 35 PSI. So your pressure will be fairly steady between 35 and 42, while the pump is cycling on and off continuously between 42 and 62.
A CSV looks similar but has a specialized by-pass that keeps the valve from closing to less than 1 GPM. So the CSV can be installed before the pressure tank and switch. Then the CSV could be set to 60 PSI. After the pump comes on, the CSV will hold the pressure fairly steady between 60 and 53, as the flow you are using changes from 1 GPM to 10 GPM. This will keep the heater working properly, and the pump will run continuously instead of cycling on and off.
Although, if the pressure is now dropping lower than 42 after the pump comes on, you have other problems. Either the pump is not pumping as much as it should, you have a suction leak letting in air, or the supply of water is not sufficient in the well. If the heater is kicking out 3 or 4 times during a shower, it makes me think that the pump is cycling between 42 and 62 while the shower is on. Which means you are not experiencing a pressure drop once the pump comes on, rather it just feels like the pressure is dropping because the pump is cycling on and off, which is common.
With a CSV installed before the pressure tank and switch, you can keep the pressure very close to the maximum setting, and the pump does not cycle on and off. With a PRV installed after the pressure tank and switch, the pressure will always be at the low end of the pressure range, and the pump will keep cycling on and off repeatedly.