If you are really worried about it, check out:
It is both self locking (nyloc) and castellated.
Probably overkill, but peace of mind for some.
Or put a lock nut on top of a nyloc.
I personally think that in this particular application, it is more likely that a cotter pin will get damaged and fall out leaving a castle nut loose, than it would be for a new self-locking nut to come off.
Flame suit on.