The reverse head screw doesn't often screw all the way into the output shaft, it'll lock and still protrude ~6mm from the end of the shaft.
To make sure the reserve screw locks against the wheel you either need a nut that much longer or to make up the gap with washers.
Remember flimsy washers will bend in on themselves before you get any meaningful torque on the screw so use beefy ones. Also any left over thread lock from the manufacturer will give the impression of torque, whereas in fact it's just all gummed up in there.
Shaft pins don't work, the punt of torque those gearboxes put out will snap near anything you put through there.

Also +1 what Ellis said, don't forget you have to actually remove the wheels!