Hi Martin, There are pretty much no torque setting specified. I don't see the nut coming undone, and you could always add a dab of Loctite.
However, I believe you're supposed to be able to set the adjustment statically, with the bike on the centre stand, jiggling the back wheel to select gears and check for neutral selection. There are neutrals between each gear, but I'm not sure if that's by design (easier clutchless changes) or accidental....