I had a problem with a bearing nut, after doing a bit of turning in the lathe I found a few ballbearings on my saddle.
Not immediately realising where they had come from, went to retighten the nut but found it lumpy, then noticed the grubscrew missing from the nut, and the penny dropped.
I couldn't be sure I'd found all the bearings on the lathe, I ordered some 3mm balls off eBay.
When they arrived, filled the nut to capacity, found another grubscrew and ground the end flatish, then disfigured it a bit, to lock into the threaded hole atop the balls, as I recall just lubed it with some EP 80/90W oil.
It worked OK after that, but don't use it as much now as a plain one…
Bernard