Up to now we haven't done anything outside the Subaru FSM to secure our axle nuts on both the 818 and the STI. The simplest additional would be to use Loctite. I no longer use Red now that they have Orange. At PRI 2019 the Permatex engineer said the Orange is as strong as Red but can be broken free with normal hand tools, no heat required.
For it to work the axle obviously can't get too hot. I'll put our IR thermometer on them at our next track day to see how hot the nuts are getting. I'm guessing that if the wheel bearing is failing that will heat things up. Maybe a good indicator? Just guessing here.