I built mine as per kit to start and I had issues too...
I had read on here that the nut turned easily in its plastic housing and so when I built it up I used a drop of super glue to glue the nut in before assembling and I am pleased to say that I have had no issues what so ever with that.
After running mine it felt really rough after 1 run using the standard balls and thrustrace... when I stripped it down the diff plates looked a mess but the thrust plates didn't look too bad so I think the main issues is the diff balls and not the thrust balls.
Saying that I did rebuild it with Vampire ceramic diff balls, brand new diff rings and ceramic thrust balls from RcLazy and brand new thrust plates.... After running it all day at the regional at Oswestry on Sunday, 'The Zohan' would say it felt "Silky Smooth"!!!
I havent experienced any problems with the nut stripping but I may look at getting the AE diff nut, screw and spring and install them as I know they are strong... trying to prevent any problem before they happen.
Very happy with the diff now - ceramic is the way forward