On the road when I dont have a bench or axle vice I set the locknut to the cone finger tight with the cone a bit lose. I put one cone wrench on the OTHER (lets call it fixed) cone and on on the locknut, ie one wrench on each side of the wheel. I then tighten the locknut until the adjustment is about right.
THEN move the cone wrench back to the adjusting cone and tighten the locknut.
May have to move the wrench back to the fixed cone and tighten or losen the adjusting cone