Undoing the Acorn nut should simply reveal the threaded end of the rocker spindle. This thread and the part of the shaft passing through the rockerbox casting is a reduced diameter than the rest of the shaft. Inside the box a supporting washer prevents the rocker shaft moving towards the acorn nut, having a smaller central hole to match the threaded diameter. A clean thread, no crap in the blind acorn nut to prevent bottoming and correct assembly of the rocker shaft, washers etc should secure the shaft. An additional sealing washer under the acorn nut may be required...the curse of aftermarket and abused parts.
Musky's trick is the way to go if it's still a struggle. CEI nut and bolt required.
Do not attempt to remove rocker spindles while the rockerbox is still on the engine. The spacer washers will drop down into the pushrod tunnel. Warming the alloy casting with a heat gun makes bench removal of the spindles a little easier.
Swarfy.