Tighten the nut by hand. The anchor should bite before the nut is too
difficult to tighten by hand. If the whole anchor rotates in the hole,
then you have to assist the anchor to get started. Using a pair of Mole
grips, pliers or somesuch to stop the bolt from rotating whilst you use
a spanner on the nut should get the action of the anchor started.

Once friction has got a start, you can tighten the nut with a spanner,
socket or (my favourite) a ratcheting ring.

Job's a goodun.

Brilliant! Many thanks for the responses. Dave guessed closest and
sorry, I was a little vague - end of a long, wet, hard day and just
crawled from a Radox bath prior to staggering off to bed. They're
rawbolts, just I've always known those sort of fittings collectively
as "Hilti bolts" - from the days when I'd watch the shop floor fitters
using them.
The thread which is stripping is at the bottom of the bolt itself,
where it passes into the last component, shaped sort of like an old
Apollo crew capsule. Yes, the holes are correct size, dust is out and,
initially force wasn't used. When the nuts wouldn't tighten I used
gentle force and when that didn't work, ended by hammering them down.
If I'd know about masonry bolts I'd have used them, but as I've now
got four 10mm holes I think I'm stuck with what I've got - although I
will be getting new items from the local Screwfix.
Many thanks again.