Some years ago I had to do just this to some 8BA nuts, how I went about it was this;
I found a socket cap screw that had a socket a neat fit on the nut, put it in the chuck (a collet might be better) drilled into the bottom of the socket a short distance, a bit bigger than my intended tapping drill, now, with your tapping drill in the tailstock chuck you pop a nut in the hex and drill through, ditto repeato for as many as you need (+ several), now change to your required tap in the tailstock and pop in a nut, run the tap in, turning the lathe by hand, run the newly tapped nut to the rear of the tap, put in another and go again, keep going til the tap is 'full', then unload it and do it all again - it's a bit fiddly, but we really ain't here to do everything the easy way, are we? No pics back in those days, but I guess I could pose a few shots if needed.