take a closer look at the nut that goes into the T-nut, as even though it looks like it is in properly it actually goes in a lot deeper. The T- nut has several notches in it so take something that is the size of the nyloc nut and push it further into the t-nut with moderate force and you will have no problems with assembly, I had the same problem and this fixed it.
The mannual is not real clear on this step,