To the two latest suggestions.
I have tried turning it both ways.
If I fit a nut to the back, it won't clear the threaded hole in the chuck and will foul about halfway through.
Also, when using it the last time, when screwing the chuck down I felt a small amount of extra resistance than usual in the last few turns. Not enough to worry me at the time (so I thought). All the threads on adaptors, chuck, table and spindle are quite snug to start with.
This leads me to believe that the jam is happening on the last couple of threads. Screwing it in would compound this.
Steve