Yep, just use a punch to dimple the exposed thread exiting the nut. When the nut is removed it will straighten out the thread by the time the nut is completely removed. I suspect that's where the nylock nut idea originated.I remember my dad doing something like that when I was a kid. It seemed like, after torquing a nut, he would take a punch and dimple a thread on the bolt? I can’t remember the exact process for sure. After getting yelled at for not holding the flashlight correctly, it would cause me to loose interest in the project he was working on.
I've never had that happen either but did have all the bolts come loose on the axle hub on both sides of my F250 rear wheels. Came close to ruining both hubs. New OEM bolts and lots of thread locker. Been good since but I still keep an eye on them.
If you look at the bottom of a flange nut or shoulder nut, I believe that they have ridges embossed on them that act lock a lock washer and were designed to spread the torque pressure over a larger area than a regular nut or for when there may be clearance issues.