...just couldn't get the allen key nut to grip the bolt after trying for an hour.
Ohhhhh, boy, Phil. A whole hour! How frustrating! I've "been there" myself on similar projects and they just leave one drained and left with the feeling you'd like to beat some
thing to oblivion. My own little version today involved trying to swap a hard drive in a laptop. The "sled" carriers were identical, but the forward part of one drive's blade connector array was .2mm too long to clear the laptop's connector. I swapped a half-dozen drive sleds, I removed the drive bay, I did everything but stand on my head. I finally got it in -- and without forcing it once! -- but man, did it ever put up a fight. When I finally got it in place, about all I could do was chuckle weakly and shake my head at the tight tolerances.
Sorry you had a similar fight with the SKS fender eyelet. The good news is, the Sheldon nuts will likely fix you up right. If you ever sell the bike or fork, keep them for another installation. They make removals and re-installations a breeze! Best of all, they're really secure and give a nice, solid grip on the male half of the brake bolt so you won't have to worry only a thread or two has caught.
All the best,
Dan.