They're supposed to be soft metal so they don't damage the crank/axle.
The threads strip easily but you shouldn't need to have them all that tight. The function of the nut is to hold them in place, not pull them into place.
Ideally, use a cotter press but I don't know where you'd find one so push the pin in, put on the washer and tighten the nut (but nowhere near enough to strip the thread), hammer the other side a few times, tighten the nut again, repeat until the nut stops coming loose and then give it a final nip up. It should then stay in place happily for thousands of miles.