Without knowing that nuts and bolts are available less expensively
elsewhere, you could appreciate from this video why your local bike
and hardware shop charges so much for a Campagnolo nut or bolt.
Wow that was a flashback. Right after I graduated from college, I was having a hard time finding a real engineering job, so I spent a little over a year setting up cold heading and thread rolling machines. It's almost as much art as science.
You aren't using proper torque spec's. You have to be careful to tighten it until it just starts to strip and then you back off a little. Then use loctite.