Hers a tip that might help.

When you back off the Allen screw, Back off the Locknut instead.
When it starts to feel snug(not tight). hold the Allen screw with a key and tighten the nut back down.

You might find a bit more feel in tightness this way.
Do it in steps and check the freeplay in the Sterring wheel each time. Make sure the front wheels are in the straight ahead postion.Give the steering wheel a little shake and see that it moves freely in its freeplay area of arc.