You are going to want to rotate the stud before you tighten the nut.
If you already tightened it, the stud is probably "stuck" in the tapered hole.
You will need to pop it loose with a ball joint separator.

Pickle Forks are a no no unless you are going to replace the ball joint. I use this tool but others will loosen the nut a good bit and hit the side of the spindle near the hole. I am a terrible aim with a hammer anx can't get it to work often,, so I use the tool.