So I had a similar problem when converting my 9x20 lathe, I've tried all the methods described previously to little avail so here is my solution:
1st Make sure all the three orange plastic recyclers are aligned to the bearing race.
2nd Smear some grease(white teflon grease is best because it's easy to see the balls) onto your workbench that is VERY well lit.
3rd pour all the balls into this thin layer of grease and coat them well enough so that they stick to things(this keeps from losing any)
4th use a small flat head screwdriver to place the balls into the correct locations in the race. If you get them next to each other they should all fit.
5th Very carefully thread the ballnut back onto the ballscrew.
Now you're done and the bearings have been packed with grease as well.
2 birds with 1 stone.