I think Rob meant he was struggling to get it over the waste gate arm (hence the vac/pressure pump to open it out), I just have the mole grips closed but not actually gripping the rod, simply sat loose behind the nut and then lever against them to slip it over.

I personally would always remove the rod from the wastegate arm to make any adjustments rather than twisting it, but your extra nut would certainly make the twisting method easier.
Yours must be the most accessible actuator I've ever seen?! lol