Add loadings to improve fit

Adding more item/factor relationships will always improve your model fit because more parameters are always going to fit the data more precisely. However, when adding loadings, you want to be sure they are justifiable by theory. A good place to start is with loadings that were strong in an EFA with the same number of factors (on a separate dataset, of course!) - you can consider whether those suggested item/factor relationships might be justified by theory. If they are supported by your theory, you can add them to your CFA.