Pinky
In suspense, not compressed
.If it is a new CD clamp you need then may I recommend the latest one-size-fits-all Clamp 5 from Cymbiosis at a not unreasonable £11.03? I believe it works on all Naim CDP. To test the theory do as @MartinC suggests and fiddle with the rubber sections on your existing clamp so they will get a bit more grip on the CD, if that improves matters, but does not completely fix it then the CD Clamp 5 I link to above will sort you from there.
Be aware though of this quote from Naim in respect of the CDX:
"Clamp 5 could be used but you do risk damaging the metal hub of the mech due to the very high magnetic force of the clamp and hub together."