I've lost two of these, in spite of using red threadlock. I brought one of my OEM exhaust pipes to a fastener supplier, and they didn't have anything the right size. I haven't lost one for about 3 years now, but on the last one I replaced, I tightened the plug every weekend for about a month after initial installation. Not sure if you have a supplier like Motowheels over in the UK, but they are selling them if your dealer doesn't have them.
DUCATI Exhaust Plug
DUCATI Exhaust Plug