Using round trapezium nuts (why are they round?)

I just received some 10mm trapezium spindles and 2 nuts for the spindles. The thing is... they are round!
I saw that this is not uncommon but it does beg the question: how are these ordinarily used?

I wanted to use them on the Z axis but as I want them to fall out if the head crashes into the bed, I do not want to clamp them. So I can come up with grinding flats onto them or use an angular grinder to make some slots to hold them in place...

I suppose they are round so they can be rotated to the desired starting position on the screw and then pinned or clamped in place.

I suppose you could print a convenient shape you'd rather have and press the nuts into that.