In my experience....
If it will stay in gear if you keep your hand on the shifter, and it typically pops out when you are letting off the gas, then it is likely an adjustment issue.
I had a problem (mine was with 3rd gear) that was caused by the splined shaft slipping on one of the linkage U-joints.
I agree with making sure those are tight.
The adjustment is typically a two person job, but I thought I remember a thread here where one of the members made up a fixture to hold the lever centered in neutral to get the adjustments right?
I found that the trunnion bushing (Jag calls it the support bearing) works better when it is lower, as well... The trunnion bushing housing will also twist slightly when you are tightening it. Use a big crescent on the housing to make sure it's aligned to reduce drag on the shaft.
I think it might have been Marlin that had the thread on the lever-holder, because I think he was the one 'splaining the difference between a bearing and bushing to us!
Good luck
Chuck