Steve,
if you had a castellated nut that is the best way...
tighten the nut to the required torque figure, then, using a sharp carbide drill, mark the bolt at the most accessible slot in the nut (drill slightly away from the bottom of the slot)
remove the nut/bolt and reassemble in a vice, line up the mark on the bolt with the relevant slot, drill through the bolt and use the opposite slot as a guide (also keeping the hole level)
then reassemble, although you may find that you don't always get the slots to line up again despite going to the same torque setting (try other nuts to see if one lines up)
Mark