As Nicholas says two fine thread, decent diameter, knurled nuts hand tightened together will be more than adequate for a depth stop. Indeed the pair on my Bridgeport needed serious efforts to unlock them as the previous owner had been enthusiastic. But these are fine threads of reasonable diameter as the upper nut is calibrated to act as a micrometer vernier in conjunction with the fixed scale.
Personally I'd not use nuts for a basic depth stop of modest accuacy, say 1 mm or 1/32". A simple slider running up a D section bar with wing nut or large knurl headed clamp screw is entirely adequate. Or dispense with the D section ro and simply use a round rod with a soft copper slug beneath the screw to protect the rod.
One I made earlier :-

Mr Pollard used a simple round rod and clamp with graduations direct on the rod (one day I'll find a short screw) :-

Bridgeport made a proper job :-

For a basic device KISS rules. Whatever you do make it quick and easy to set or you won't use it! Two nuts are always too much faff in my view unless you are after Bridgeport accuracy.
Clive