second that
I too use golden clevis' a lot and just use the threadlock/jamnut behind it method. I have not had one failure yet.
Dont try crimping them, you will just weaken the metal or make them worse!
I think that the real problem is that most 4-40 rod has rolled threads which are no where near as good (usually undersize) as machine cut or die cut threads.
Take a 4-40 bolt and compare them.
Andrew