As the tension mounts, you may think you know exactly what to grab and how hard to twist it to get things to move the way you want. But as so often happens, being insensitive can leave you unsatisfied, with someone bent out of shape because you used muscle instead of finesse.
You might think that a particular spoke has to be the one to adjust to smooth out a hop or wobble. You crank on the spoke wrench with as much force as it takes to get the nipple to turn. You might even crush it. Meanwhile, the next spoke one way or the other might have been the key to success.
If the obvious nipple seems way too stiff, feel the adjacent ones on the same side of the rim. One of them might be soft, able to take more tightening to get you where you want to be. You might be surprised to see the shift in the rim seeming to line up with the wrong spoke. But that's why you have to feel the tension for yourself. The truing stand will tell you where the rim deviates, but it does not tell you spoke tension.
A little light lube on the nipples will probably make them turn more easily. The stiff one may yield to more gentle pressure with the right oleo.
When building your own wheels, grease spoke threads so you can tighten them smoothly. A little dab of light oil on the outside of the nipple where it goes through the rim can also facilitate the final stages of rounding and truing.
I don't like thread lockers on spoke threads. Some day you will have to true that wheel, unless you rush out and destroy it outright. You will curse thread-locker then. I know I do.
Some builders use thread-locker when building. Others say to ride the wheel a bit, re-true it and then lock threads with a drop from outside. I just tension them thoroughly and re-true them if necessary after a few rides. Periodically thereafter a wheel might need touching up, but many of my wheels have gone season after season with little or no attention.
If an older wheel needs truing, the nipples could have corroded. They may release their grip with a drop of Pro Link lube on each reluctant one. The problem could be friction where the nipple threads onto the spoke or where it passes through the rim.
As you tighten a spoke, rest your fingers on the spoke itself as you turn the spoke wrench on the nipple with your other hand. You can feel whether the whole spoke is twisting rather than tightening properly. Sometimes if you squeeze the spoke and its neighbor you can release the tension and allow the spoke to untwist. This is useful when tensioning a new wheel as you make more and more rounds of all the spokes. Squeeze spoke pairs lightly as you tighten, one after another.