Handlebars in. Front wheel in. Bike on the ground, not in a repair stand. Front brake hooked up and working.

Front wheel between legs. One wrench on threaded race, another wrench on locknut.

Adjust race approximately. Hold locknut with wrench and wheel (and thus the fork) with your legs. Tighten locknut. Bounce the bike or rock it with the front brake engaged. If there is play, it's too loose, so release the locknut, tighten the race a bit, and tighten the locknut and test again.

Once you have it so there's no play, assume you've overtightened it. Overtightening is what causes the brinelling (aka indexing).

So do it all over again. Find the adjustment setting which causes a very tiny amount of play. Then tighten the adjustment very slightly, using the technique above.