Haggis: I'll borrow a torque wrench tomorrow. I have the torque settings here somewhere... The thread on the stub axle looks fine... as do the splines.
Cool1: I assume Toyota fit the "correct" nut retainer and split pin from the factory? I can assure you, it's coming loose...
Xauterus: I've had a good look at the hub and bearing and nothing seems worn. I took it off the road as soon as it happened. It's probably had about 30 mins worth of easy driving with it loose.
I pretty sure I just didn't torque it up enough now. I'll torque it properly tomorrow and let you all know how it goes in a few days.
Many thanks to all of you for the advice... Don't know where I'd be without Toymods...