Wallace, in a highly unlikely event of failing to create the self-locking lip doing the way you described, here is alternative I exercised:
- screw in the screw into the nut in such a way that the tip of the screw is still hidden in the threaded part of nut by, say, 0.5mm
- heat up the tip of the nut
- press it against something
The more distance you leave between the edge of the nut and the tip of the screw, the higher self locking force you will receive.