Damaged or loose shower tiles, either on the floor or walls of the shower, are a bigger problem than a damaged or loose tile anywhere else in the house. Every time you use the shower, water is likely getting behind those compromised tiles, causing moisture damage to the substrate and potentially causing other tiles to loosen. It's important to extract the problem tiles and replace them as soon as possible. Visit a home improvement store for replacement tiles.
Scrape away all the grout around each damaged tile, using your grout saw. Use it by setting the edge of the straight blade against the grout surface, pressing it down with both hands and dragging it slowly back, then pushing forward. Dig out as much of the grout as you can on all sides of each tile.
Push the putty knife into one of the spaces created by the extraction of the grout, pressing the tip against the base of the tile. Tap the back of the putty knife with your hammer, just enough to move it slightly under the tile. Reposition the putty knife to another part of the tile and repeat. Work your way all around the tile until it pops out.
Scrape the residual mortar or adhesive off the exposed wall with your putty knife.
Spread thinset mortar over the back of the first replacement tile, to a depth of about 3 mm (1/8 inch), with your putty knife. Press the tile into place on the wall. Repeat for each new tile, spacing them consistently. Let the mortar set for a night.
Spread grout over the new tiles with a grout float, pressing it into the spaces. Wipe up the excess grout with a damp sponge. Allow the new grout to set for two days before resuming use of the shower.