The best is to buy some cheap OBD II tool (e.g. Fotga MINI VCI) and check the codes and the pressurisation in the fuel system at different RPM (these codes, in particular, light up with a loose fuel cap as the car thinks there's a leak in the fuel system). I am not sure anyone can really feel if the cap is loose (once closed with a "click" you can only open it - but probably cannot test if it was tight before), so replacing a cap might be a good idea, indeed.