Sorry, I don't know about doing it on the car on a 4A. It can be done on a TR3, though.
Easy way to install a new one is to use a plain nut the first time, to pull the taper until it locks. Then you can remove the plain nut and install a new Nyloc. (Nylocs shouldn't be reused.) Or another route is to just use a big pair of pliers to hold the joint together while you tighten the nut.