Are you sure that you didn't cross the threads of the nut on the spindle? You may have to undo the collet nut and examine the spindle threads carefully. You may be lucky and can thread it back on again on the proper threads. Or you may have to replace the spindle.

Perhaps the best thing to do is get a second dermal tool with the appropriate size nut. I saw where Harbor Freight had kits for as low as ten dollars.