I don't know why fender manufacturers can't make the little tabs big enough for standard recessed nuts to fit through. I've have decent luck filing the tabs in the past, but they are easily bent and it's generally a pain in the ass. This is only an issue on the front fender since the rear fender's tab can be mounted anywhere and therefore should go on the rear side of the brake bridge, with the calipers mounting *bolt* (not nut) securing it vertically. Mounting it this way in the front however, comprises the amount of lower coverage the fender offers and allows more grime and gunk to get in your chain.
But, I've had some good luck recently:
If you get the full-on proper SKS fenders and add the Planet Bike Cascadia mud flaps, you can mount the font fender on the front side of the fork and still provides more coverage than even Cascadia Fenders.
The main advantage of this is that you don't need any Sheldon's Nuts/Problem Solvers/tapped brake caliper bolts -- in general, I've found all of those solutions unsatisfactory.
Comparative photos of "properly" mounted PB Cascadias and my SKS+Cascadia mud flap set up to come.
[Thread brought to you by: me having an awesome bike that I want to ride more than 4 months/year]