FWIW on my RV-8A I just snugged the counterweight nuts/bolts down per the plans (using the standard nylon locknuts) and 20 years later they've shown no signs of loosening whatsoever. So I did the same on my -14.
This "problem" reminds me of the Vans SB some years ago for the fuel pickups inside the tank. A few of them came loose and fell off so we were all supposed to open up our tanks and add safety wire. Most likely what really happened was that those fuel pickups were never properly torqued to begin with, and the same issue likely applies to the counterweights.
Make sure the the lead weights are firmly seated against the aluminum rib (sometimes if not properly trimmed the weight can hang up on surrounding rivets in the rib flange, leaving a gap between the weight and the rib, and that could cause issues later making it appear as if the nuts/bolts came loose). As long as the weights are flush to the rib and the locknuts are snugged down you shouldn't ever have a problem...yes the lead will compress a bit under load, but not enough to make them come loose if properly installed. Thousands and thousands of RV's flying around out there for decades with no counterweight issues.
Spring Hill, KS
RV-8A N2D #80583 - built/flew/sold
RV-14A #140017 - wings complete, empacone in progress...