Yep, those square heads go on the inside of the grease (dust) shields. The nuts go on the outside, so that you can see them when the drums are in place.

Those flat square heads butt up against the shield and keep the bolt from turning.

Also, you will see the shield has a rounded side and 3 flat sides. The rounded part with the little hole in it goes down. Sometimes no hole, but it goes down.

Hope this helps. Don

PS Nylocks are ok, only if one or so threads comes through. Also use locktite, and the castlenuts are the best when used with a cotterpin.