One other thing...pullers often require extreme pressure to work on these tapers, and I believe in going beyond leaving the nut on as sometimes the pressures involved can crush things even with nut there.
This is the same taper and threads as used on the rear axles, and all good hub pullers for Fords (KRW, Snap-on, Plomb, etc.) used a full cap on the threads...
If you do not have one, they can be improvised pretty easily.
One way is to buy one of the cheap bingo/knocker type hub pullers that all the dealers have for about $5, and cut it down to a shallower and more compact form. Add a ding in the center to help pilot the puller.
Another is to weld a piece of plate over a spare axle nut...before you do that, weld a small circular piece of metal to the inside of the plate to bear on the metal INSIDE the diameter of the shaft threads.
In all cases, you want something in there a bit smaller than the circle of threads so force is transmitted to the end of the shaft and not supported by the threads.