I assume you are installig bilsteins because you said allen wrench? I did mine without having to cut any plastic.
First, press the nut on hard and turn it. It will catch and start screwing on. If possible have someone push up on the shock from below. You can also try jacking that side of the axle up to compress it a little more which will put even more pressure on the top of it and help squish the rubber mount a little more. Just keep trying to install the nut, it will catch.
EDIT: I used one of the stock washers (top) because it is slightly thinner than the aftermarket washer. This helped.
For the allen wrench... Forget it. Not possible. What I did was remove the shock boot by cutting the zip tie, and then put your hand on the shock stem. No, don't just grab the shock stem, you aren't strong enough. Instead, make sure you have VERY dry hands and PULL the shock stem towards you. The dryness of your hand will cause enough uhm 'sticky friction' against the shock stem to make it stay in place while you tighten the nut. If you hand starts to get sweaty then dry it and once again, pull the shock stem toward you.
You'll be thankful when you're done so just keep trying.