I agree with Crotts. The prop does not sit on top of the pins. You need to put the prop against the back plate and just align the prop so that the screw holes line up and it should work fine. As long as you don't have the prop on top of the pins. As for the engine, I have never heard anyone say to run an engine in lean during break-in. The closest I have heard to that was to open the throttle up full and run a tank through the engine and every 10 seconds change the needle valve so that the engine sound goes from 4-stroke to 2-stroke, then back to 4-stroke, etc. Other than that, they say to run an engine at 4-stroke sound or just as it starts to change to 2-stroke, a tank or two and then fly it, still rich, but after every flight, lean it out a little, and after 5 flights or so, you're at optimum needle setting.

If the prop nut continues to come off, then make sure your engine cylinder is not full of fuel. My first engine kept doing this and as soon as I took the glow plug off and drained the fuel out of the cylinder, it started right up and the prop nut stayed on.