I always just tightened them as tight as I can then try to get the next space to line up with the cotter pin hole. If that's not possible, I back it to the previous one. I've never had one come loose yet. The reason it's important to get them tight is the axle/key will slop in the slot. If it does, you will hear a loud metallic click when accelerating - if you hear this, tighten the nut so the cotter pin hole lines up with the next space on the nut.