Make sure that the nut is tightening up against the bearing and not just bottoming out or something similar.

Woo-hoo!! I've finally figured it out.

Hubs failed again.  Has been 3 months & about 600-700 miles.  So, I took them apart again today.  1st clue was the right side one was difficult to pull off the stub axle.  I had to make a puller to get it loose.  I was taking some pictures to show some folks on an IRS board & on one of the stub axle, the flash caught an area that had been rubbed thru the paint.  So I started looking closer... found the diameter of that part of my stub axle is about 0.07" bigger than the hole thru the bearing assembly - keeping them from seating properly.  You can see where it's hitting on the inside of the bearing assembly.

So, now I just need to decide what to do about it.  If I had a lathe, I'd just turn it down to fit, but I don't.  So, I'm going to call the folks who made the axles & see if the Nissan CV's will fit the axle shafts they used -- I still have the old Nissan CV's and the stub axle portion fits the S10 bearing/hub assembly so swapping them out would be the easiest fix I think.  

CORRECTION:  The issue isn't the diameter of that stub axle section, it's the length of it.

Good eye Rob.
You can use a shim to take up the clearance.
Any good trans shop should have a selection of hardened shims that would work.
Cheers
Fred

Good to know Fred.  I sent an email last night to the folks I got the axles from ("The Drive Shaft Shop" in Salsbury NC) and had a reply already this morning.  Recognized the problem immediately, apologized, told me they were supposed to machine that area, said they'd fix it, issued RMA number, and said they'd send me a return mailing label.  Can't ask for better support than that!

Oh yeah, I did some measurements on the Nissan parts.  All the length dimensions for the CV joint and stub axle were good, but my drive shaft shop axle shafts are 1" vs 26mm for the Nissan ones so the CV wouldn't fit.

Rob, Congrats on finding the issue and reporting back to us. Too many threads build up and then  disappear without resolution. This info may help someone else in the future

Glad to hear you found the problem.