So I cross threaded the bottom LCA mount hole on one of my Koni Yellow shocks (rear pass).. it was too late to stop, so I just forced it all the way in and used some blue loctite to make sure it stayed in temporarily, as well as using another nut on the other end to make sure it stayed (the bolt just normally bolts into the shock without a nut).

I'm worried it will get looser the more times I unbolt/bolt it, so what are my options at fixing this?

Rethread? Or could I just shave off the thread on the shock and just use a nut to hold it in?

The U shaped mount is what I'm talking about:

 

what i did is took an impact gun to the welded nut and got it out that way. pretty easy. then i used the stock bolt and found a nut for it. works fine

 

Just buy a similar nut and have someone tack-weld it onto the damper in place of the original nut. Or just use a lock washer and some Loctite.

 

I've done what Targa has suggested with tacking a new nut onto a damper before and haven't had a bit of trouble with it.

 

Taking off the selded on nut is pretty easy with a grinder or can be done with a cold chisel. I have done this and then simply used a loose nut. I did not weld the new nut on because you should be carefull to not get too much heat to the weld as the shock internals can be effected from eitehr sticking some of those parts together or coking the oil. If you do weld it, do it in a number of quick tack welds and let it cool between each hit.