Back when BMX bikes were still using threaded headsets, there were 'locking' headset locknuts with grub screws to keep the locknut from working loose. No idea if the 24tpi threading of those jibes with what you have, but that's also an option.

Something like this (others had the set screws threading directly into the steerer's threads):



Kor T2 Locking Headset Nut 1 1 8 Black Lock Nut New | eBay