The spindle is fitted first. Just in case you are unaware the spindle is a left hand thread. Once you have tightened the spindle you then insert the pinch bolt which is a normal right hand thread. Do not over tighten the pinch bolt you need just enough torque to make the clamp grip. The BSA front wheel refitting instructions also say this: “It is most important that after the spindle has been tightened but before tightening the pinch bolt, the forks are bounced once or twice to enable the left hand fork end to position itself on the spindle shank. If this precaution is not observed, the left fork leg may be clamped out of alignment, and consequently the forks will have little or no movement.” So, the sequence is: fit spindle, bounce the forks a couple of times, then tighten the pinch bolt. I hope that helps.
John