Issue with Rode XLR to mini adaptor and MKE400 mic
 

I have used Rode's silver metal XLR to mini plug adapter in the past with Rode mics equipped with a mini plug and never had issues. But recently I used the Sennheiser MKE 400 mic with the adapter and lost a lot of audio because as the mini plug on the Sennheiser rotates in the adapter it actually unscrews itself out from the adapter and eventually the connection is lost. I am not sure where the problem lies, but just recommend that you always tape the mini plug to the RODE XLR adapter to avoid problems regardless of what brand of mic you use (as monitoring audio with headphones is not always practical)

Re: Issue with Rode XLR to mini adaptor and MKE400 mic
 

The Senn plug is molded to the cable. unthreaded, and there're no threads in the Rode adapter jack to engage it. The plug should click into place, rotating freely in the adapter but not slipping out without pulling on it. Sounds like the plug is a bit loose in the jack, enough to break contact with the spring connectors inside the adapter. It's possible the adapter springs have been damaged and you need a new one. Tape might be working for now but not sure how reliable it will be for the long run.

I can't image a situation, other than a mic mounted on an unattended remote camera, where monitoring is impossible. Inconvenient perhaps, possibly needing some additional equipment added to your kit, but not impossible. It's such a critical part of the recording quality assurance process that one should make the effort to figure out how to do it in EVERY shooting scenario.

Re: Issue with Rode XLR to mini adaptor and MKE400 mic
 

I have vowed many times to not record without headphones,/earbuds, and haven't accomplished that yet in all run-and-gun situations.

In any case I have two Rode adapters,and two Rode mics with mini plugs, and both lock together and rotate without any tendency of popping out.

When I plug the Sennheiser mic into either Rode adapter, and rotate it 90 degrees, it pops out at least 1 mm. Very strange.

Re: Issue with Rode XLR to mini adaptor and MKE400 mic
 

I wonder if the plug has somehow been bent slightly down near the tip or up where the shaft joins the plug body so it's sitting at a slight angle? That could account for it.

I'd love to hear what shooting scenario precludes your wearing phones because I can't imagine one, even while run-and-gun, unless you're in the habit of getting out the headphones and connecting them for each shot and you're grabbing shots on the fly where you don't have to plug 'em in. The solution to that is simple - connect your cans at the start of the day and keep 'em around your neck until you pack the camera into its case for the trip home at the end of the shoot. If you are within cable's reach of the camera as you're rolling, you can wear phones. If full-sized phones are too intrusive, get a pair of IEM's (In Ear Monitors) similar to those stage performers wear and don't take 'em off until you're packing up. If you need your ears free in order to hear what's going on around you, use a single earpiece DJ style headset. If it's because your camera doesn't allow for headphone monitoring as you shoot, get a new camera. If you're trying to do serious work, trying to shoot without monitoring sound makes no more sense than trying to shoot without looking in the viewfinder.

Re: Issue with Rode XLR to mini adaptor and MKE400 mic
 

Sennheiser makes an accessory kit called the MZW400, which includes a dedicated high-wind muff and a mini-to-XLR adapter for the MKE 400. I know both Rode and Sennheiser use standard 3.5mm connectors, but who knows, there's a chance this issue won't be present with the Sennheiser adapter.