I've given up on nylon nuts sitting as flat as I want, even when I brace and thread them with a tap. I use aluminum nyloc nuts exclusively--what very little weight penalty there is is concentrated at the very center of rotation so it's effect is minimized. The key is they sit as flat as flat can be on the thrust bearing without loading one side or the other.
My nut of choice are the Niftech 5071 Low Profile Aluminum Axle Nuts, but your run-of-the-mill Associated/whatever aluminum 8-32 nyloc nuts will work.
If you INSIST on using nylon nuts AND on "threading" them by running them onto the axle, at the very least you need to remove the nut after "threading" it and use a sharp knife to remove the dimple of material that you'll find raised on the mating surface of the nut.
Oh, an 8-32 tap is under $3...works great on lower arm mount screw holes too.
Scottrik