I tighten the castle nut while the tire is turning and tighten it until it loads enough that the tire stops and is difficult to turn (no free wheeling). The bearings are now seated and then I back the castle nut off without disturbing the tire. When loose enough that I can turn the nut with my fingers I set it so it lines up with the hole in the axle and drop the cotter pin in. Spin the tire and shake it. It should have a tiny amount of give and should spin freely. I've never lost a bearing doing it that way.
ALWAYS ALWAYS ALWAYS use wheel bearing grease - do not use grease from a grease gun - it isn't heavy enough to last more than a season at most. Unless you have grease zerk on the hub and can keep the bearing filled with fresh grease. Several times I've pulled a hub off that "was just greased last summer" and the bearings are a little oily looking - all the grease gun grease is gone.
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Today's Featured Article - An Old-Time Tractor Demonstration - by Kim Pratt. Sam was born in rural Kansas in 1926. His dad was a hard-working farmer and the children worked hard everyday to help ends meet. In the rural area he grew up in, the highlight of the week was Saturday when many people took a break from their work to go to town. It was on one such Saturday in the early 1940's when Sam was 16 years old that he ended up in Dennison, Kansas to watch a demonstration of a new tractor being put on by a local dealer. It was an Allis-Chalmers tractor dealership,
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