I would wait for the cone spanners and you can then lock the cones against the nuts with equal strength. There should be no play on the axle (as [MENTION=20548]JohnDThompson[/MENTION] mentioned) but if the rotation feels 'digital' then you've over-tightened the cones. Cone spanners make this easy.
Also, it's common practice to file down the sides of your cone spanners so they slip in more easily:
What is the ball-point pen test, may I ask?