You must have the self-locking nuts then, instead of the "poly lock" kind that has the allen screw in the middle that locks the nut??
If so, no need to lock them. If they are in good shape they won't back off with normal stresses with a hydraulic cam. With a mechanical lifter cam with lash you might want something more positive. Doing regular self-locking nuts requires wiggling the rocker and looking for slop, and adjusting for very little side slop.
Doing one cylinder at a time wears down my patience too much!
While going through one cylinder at a time works fine, you can also make a list and do three or four valves at a time by doing ALL the opposing valves.
I've done this with all my engines since the 60's.