I recently replaced an old pair of Tioga clipless pedals with a new pair of Shimano M520 pedals. Compared to my old pedals, the Shimano pedals have much more side to side play in them. Is there an adjustment I can make to reduce this play?
With the cleats of the Shimano SPD MTB style pedals the side float* is +/-3° and system inherent. Nothing else is available. There are however two different types of cleats: One type will only release with a horizontal motion (SH-51), the other also with a vertical movement or combined vertical horizontal movement SH-56). Bikeradar has a description of the two different types of cleats available from Shimano. You can also check their site.
(*Float being the free movement the cleat has before release.)