Thanks for the additional replies guys, and thanks for the links to
that nut fixture F. George Mcduffee.

Tacking with a welder may be an option at some point. I could drill
through both the nut and bolt after assembly and put a roll or spring
pin in there, but something about doing this after the unit is already
assembled did not appeal to me.

If I use a set screw in the nut as mentioned above, can I drill and
tap the nut for a set screw before it's threaded onto the bolt, or
will I have no choice but to do it after assembly (I'm thinking the
cris-crossed taps might cause a problem with threading the nut onto
the bolt) ? If I have to do it after assembly then a roll pin would be
better.

It could be that a standard locking nut will work. The nut and bolt
rotate together as one unit as the bolt is rotated to adjust a slider.
There is not much axial force on the bolt during adjustment but the
loads increase when the device is in use. There is a Delrin washer
under the nut so as long as the friction between whatever is locking
the nut to the bolt is greater than the friction between the nut and
the delrin washer due to bolt rotation, then the nut should never back
off. It would only tend to back off in one direction of rotation
anyway as the other direction would tend to tighten the nut. If I have
to use a steel washer at some point, then I may need a stronger bond
between the nut and bolt but even then it seems a locking nut may
work.

It seems that the consensus is that the distorted thread type lock
nuts have the greatest resistance to removal.

John