Wheels are a bit different, so you're technique needs to be altered accordingly. First of all, while tightening a BB lockring loosens the bearing, tightening an axle locknut tightens it. Also the compression of the quick release compresses the axle slightly, and if the dropouts aren't perfectly parallel, they bow the axle which does the same thing. After adjusting, recheck in the bike with the QR closed. You want minimum drag, and no detectable play at the rim.