I wouldn't use the nut to pull them in. When you are not all the way in and you are torquing them you run the risk of stripping the splines. Set the control arm up in a vice and tap them in with a ball peen hammer and get the heads properly seated on the control arm. You will be able to tell easily if it is all the way seated by the sound of the hammer. If remember correctly, it only took 4 or 5 firm hits after you get it started to make sure its going in straight.
I'll add that you want to make sure the splines are lined up before you start with the hammer