T4 Wheel Nut

[steveuk]

Hi All

I ran my 'new to me' T4 this weekend for the first time in anger. It was handling like a dream and running really well apart from one major issue. I kept losing one of the front wheel nuts. I initially thought the nyloc had gone so I replaced the nut, but unfortunately in the final the same thing happened again.

Is this likely to indicate a problem? What is the best type of wheel nuts to use?

Thanks

Steve