A few things, One, I hate grinding threading tools so I bought insert tools about 20 years ago and never looked back. I was making lots of stainless steel pump shafts for the local Chevron refinery and they paid for themselves in no time. Put it on the top of your Christmas list. :-}
Two, make your last passes at .001 infeed on the compound. Make two passes with no infeed to take out all the slack and rebound.
Third, Deburr before trying your check nut. A couple of light passes over the top with a fine flat file to get the main burr, then use a small triangle file rocked slightly to get the burr off the side of the crest. Rock the file both ways to get both sides of the crest. Clean the threads thoroughly with a fine brass wire brush to remove filing debris.
Four, you may find that the problem is the very first thread. The tool is pushed away, then settles in. My Birmingham 1440G lathe does this especially in tough materials like stainless. I've found a cheat for this. Dial in .001 undersize, cut the first two threads and dial out with the crossfeed before disengaging the threading nut.
Five, don't wait until you're at depth to start checking, start several thousandths out. Make your clean up passes, deburr, then try the check nut. If you're big, take another .001 and try again. At first it might take several tries but eventually you'll know how your lathe cuts and you'll do this less.
Rick Girard