The winged thingies are the 'anti movement' locks. They dig in a small amount into the threads to stop the nut vibrating loose.
Actually, I was surprised that they are used in this place as I thought that that this type of nut was a one use device and be replaced as a consumerable item.
That's what Suzuki say for the top bolt's nut for the rear shock absorber. One US site quoted $18 for the axle nut and $68 for the axle itself.
I would think that you now need a new axle as well, as the shavings are coming from movement between the new nut and axle which now has more clearance than before over tightening it.
I am a GSX-S750 owner now, so I checked it's Owner Manual and Suzuki have increased the torque up from the years old 72 ft lbs to 83 on this one, and it's got the same sort of nut on it's axle.
So what's the 1000 got now as a recommendation? Did you get some fresh grease on the axle thread ? I do this, and to the threaded end.