Howard, they can be little devils. The design would indicate the splines fit like a glove, but sadly with the standard of pattern parts available, this is what you get. Ideally it should slide into the yoke with no slop, but a bit of slack on the splines is of no real consequence. Your NOS Yoke may be a factory second, re-emerging to the market as prices rise. Your options are to get hold of a genuine nut, see if that fits. Or get out the faithful Dremel and hand carve your new nut to fit. Don't amend the yoke, just in case it is made to spec.
Swarfy.