Your problem seems more related to how you are clamping the axle in the dropout; you should have a toothed washer of some sort underneath the nut, smooth on one side (for the nut to turn against). This will grab the dropout with more authority than the nut alone, while also helping to prevent the wheel walking while you tighten the nut.

Wald used to stamp the good ones out by the thousands, but you may still be able to get some. Model number 318.