How to tighten a Fox Thru Axle, Cam Lever/QR Skewer? The cam lever on my Fox Thru Axle is loose but its unlike the Rockshox axle where you can just tighten it up with a little allen key at the top.

(edit from comment below) The quick release lever is a bit wobbly on the axle, It feels like it needs to be tightened more to the axle just like how you would tighten the Rockshox Maxle with a little allen key at the top of the head but I don't know how to do it with the Fox/Shimano one.

How do I tighten it up to the axle itself? Do I push and turn or what?
If you have a Fox QR15 thru axle (sounds like it), the only thing that's supposed to be adjustable is the rotational position of the axle nut in its splines, which if needed is done by loosening the 2.5mm bolt that keeps the axle nut keeper in place and sliding the keeper out of the way. To fasten down the axle, you thread it in much like threading a normal QR skewer in the QR nut, stopping when the lever begins to require force when it's about halfway through its travel, or parallel with the axle. You adjust the axle nut's position to make sure the lever ends up positioned how you want it when fastened and all the way down, i.e. tucked neatly in front of the fork leg.