Every datasheet I've seen for the LM317 and 337 includes an application circuit for a current limiter. Here is a link to the current version of the 317 datasheet. See figure 14:
https://www.ti.com/lit/ds/symlink/lm317.pdf?ts=1707978272869&ref_url=https%253A%252F%252Fwww.ti.com%252Fproduct%252FLM317
Here is an image grab from that document.
If you put this circuits (1-317 and 1-337) in front of the ones in your schematic, there will be two 317/337's in series for each output voltage, one as a current limiter followed by one as the voltage regulator. You will need a minimum of +/-24 V across the filter capacitors.
This is fewer parts than the classic 2-transistor current limit circuit. AND, the LM317 is an excellent current regulator. Regulation is based on the value of its internal voltage reference, which is more accurate and far more temperature-stable that the forward voltage of a transistor's base-emitter junction that the classic circuit relies on.
Compared to the traditional circuit, this approach requires a higher voltage across the current regulator. But the performance is a huge improvement.
Update:
Power dissipation in the components can be calculated with Watts Law:
P = E x I
and Joule's Law:
P = I^2 x R
The image shows a variable resistor, but many normal small pots cannot handle 750 mA. Better to start with a fixed resistor for a fixed current limit value. Use the given equation to select a standard resistor value. For example, a 1.6 ohm resistor yields a current limit value of 750 mA.
Using Joule's Law, the power dissipation at max current is 0.9 W. For better long-term reliability, use a resistor rated for a minimum of 2 W.
Power dissipation in the ICs depends on the voltage across the filter capacitors. Please update your question with your transformer output voltage under load and the value of the filter capacitors. As a cross-check, also show the voltage across the filter caps.
Below the current limit value, the voltage across the current 317 is fairly constant, and the power dissipation is directly proportional to the output current (Watt's Law). The voltage across the voltage 317 varies inversely with the output voltage. Its power dissipation depends on both the output voltage and current.
When the limiter kicks in, things change. The minimum power dissipation in the limit and voltage 317's will be at least 2 W each, demanding heatsinks.
More later, after more information.