Did you tap these nuts the way I have seen described by using a piec of the threaded rod?
HDPE is flexible and even with a regular tap tends to 'flow' around the cutting edge so the thread comes out a bit small.
One thing you can try is put the nuts and tap in a deep freeze to get them as cold as possible and then retap the thread. The HDPE will contract much more than the metal and will become a bit more rigid so there is a good chance a bit more will be cut out. It will still be tight at the low temperature but once it warms up shold be looser.