The strings, when fully stretched, will always be thinner than the slots in the nut, and rub against only one side of the nut. The knack is to get the string as low as possible in the slot so it rests solidly on it and doesn't 'rattle'. This can involve a bit of trial and error, but aim to get the very last wind on the post as low as possible below the other windings, and you should get a clear open string note.
Other postings have discussed using an elastic capo behind the nut or a bar type string retainer. I haven't found this necessary and the above works for me. Despite its drawbacks in many respects compared to the DeArmond, the Guild actually got this better sorted with the head face stepped a little bit further back, thus increasing the break angle over the nut. See Brocks Guild/DeArmond comparison for illustration.
Mike