I just had that dilema with the wife's tanglewood, it had a rattle coming from the headstock that I just couldn't sort out, the mounting screws were tight and the pegs all seemed to be solidly in place but whenever you shook the headstock it rattled.
turned out it was loose washers that seemed to have no way of tightening them, It gave me an excuse to rip the Aquila bionylons off it and replace them with Aquila nylguts.
First of all it really improved the sound and sorted out it's top end dominance by toning that down and rounding out the mid range nicely, and i discovered the loose washer problem and solved it by winding the strings right the way down to the bottoms of the tuners so they were holding the washers tightly down on the base, took a few attempts to get the string lengths just right but it was worth it cos it totally fixed the rattle problem.