Just fill em all up with super glue.
I have done this on my race bike (well, the lock nut, then untighten the cone nut till it hits the glued lock nut- It works a treat ) the steering was a bit heavy at first but a few bad landings and its perfect
Dirk, Why were you complaining at Preston then about it being a bit loose!!!!
I had to keep tightening my headset every few laps.
I then used a Tange Headset lock nut but it was crap. It too became loose.
No more problems, I only use a BearTrap Toothy type Headset now.
I think I even used one BITD that had teeth. It seems to work a lot better.
I check it all the time and I haven't needed to alter it!!!
I've just bought another for my new OS Racer!!!!