I'm going to order a large amount of plastic (nylon) axel nuts. They are basically astro nuts (cost ~£6 for 8), but because they come from a hardware supplier rather than a derby company they cost significantly less (<£1 for 8).
If anyone would like some let me know and I'll bring them along to training for a £1 (or cheaper if I can get them cheaper as I'm doing this for fun not profit). I'm also going to experiment with my dyes to get some different colours (currently have black, green, orange and blue dye, but can get more colours if there is any interest) if anyone wants some coloured ones otherwise they'll just be white.
(personal opinion) I think the plastic nuts are better because... Metal on metal can slip and come loose from vibrations which is why they add the nyloc insert but this is quite soft and will become worn if you undo / do up the nut multiple times (I've heard putting the nuts on backwards actually helps as you can preserve the thread in the nyloc if you're careful)