How do I make Shimano SPD cleat lock into pedal more securely? I bought Shimano SPD pedals and shoes for MTB. They’re great for uphill and straight gnarly sections.
There is one problem - when I’m clipped in I have a ton of movement.  I have tightened the spring but there is lots of movement so how do I get a tighter feel?
You're probably talking about "float", the way your foot rotates over the pedal. This is considered a feature, not a bug. There are different cleats you can get with different amounts of float; looking around, I do see there are "zero float" cleats that you can get for SPDs, and others with only 4° of float. The spring adjusts your release tension, not your float (I think).

After having ridden zero-float pedals for a long time, I'll take all the float I can get.