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Here's my take: Nylon strings seldom work well on a conventional dulcimer, as the instruments are build too heavily to respond well to the more subtle vibrations of nylon strings. Bridge intonation position is a factor of string length relative to diameter, not string composition. You can leave it where it is or ignore it entirely. Action height may need to be raised as nylon strings will not be as taut. Nut/Bridge slots may not be suitable -- too small for the larger diameters of nylon strings. Do nothing until you actually put nylon strings on the instrument and try them for awhile.