Best way to keep nuts tight (ha ha)

Make a split clamp nut with a screw that closes the split. Similar to the one below but with a screw thread on the inside Knurl the outer edge for better grip.

Paul

For what it's worth.

When a model diesel engine compression screw gets a bit loose in the cylinder head then a turn of Kevlar thread around the screw with the end trapped into the hole snugs things up nicely.

I think you are worrying about something that won't happen. All the drills I've used and mills that I have not with a depth stop like this just have two knurled wheels that you lock together, if it's good enough on a Bridgeport then I'm sure a little Sherline will be OK.

Knurled wheels instead of nuts also mean that no tools are needed to operate the stop, which means you're a lot more likely to actually use the thing. If the original design was laid out for M10 threads, then replacing that with M6 as previously suggested without moving anything else will give plenty of space for a usefully sized wheel.

As Nicholas says two fine thread, decent diameter, knurled nuts hand tightened together will be more than adequate for a depth stop. Indeed the pair on my Bridgeport needed serious efforts to unlock them as the previous owner had been enthusiastic. But these are fine threads of reasonable diameter as the upper nut is calibrated to act as a micrometer vernier in conjunction with the fixed scale.

Personally I'd not use nuts for a basic depth stop of modest accuacy, say 1 mm or 1/32". A simple slider running up a D section bar with wing nut or large knurl headed clamp screw is entirely adequate. Or dispense with the D section ro and simply use a round rod with a soft copper slug beneath the screw to protect the rod.

One I made earlier :-

Mr Pollard used a simple round rod and clamp with graduations direct on the rod (one day I'll find a short screw) :-

Bridgeport made a proper job :-

For a basic device KISS rules. Whatever you do make it quick and easy to set or you won't use it! Two nuts are always too much faff in my view unless you are after Bridgeport accuracy.

Clive