Guys..as a machine tool repair tech..Ill put in my .02 worth. Its VERY common for import collets to not fit American made machines, let alone import machines. You get what you pay for.
Your two options are:
Take your trusty Dremal tool (or equiv) and a small stone..and make the slot a smidge wider and deeper, which takes all of about 2 minutes per
Or thin/shorten your pin. Which takes about 30 minutes or longer.
Its not rocket science. And its strictly due to piss poor quality control of imported (and occasionally domestic) tooling
Ive seen even (Barrummmm) Hardinge (Barruummmmm) collets be a bit sticky because of a burr etc. Often times..cramming the slot into the face of a spinning soft wheel will open the slot enough for it to work thereafter.
Shit happens. Deal with it and drive on.
Gunner, who is fasinated that a Very nice SB Heavy 10, well tooled, with collet closer, didnt sell at the Visalia show, for $1000, probably because the paint wasnt perfect and there were lots of tire kickers looking for perfect machines for nearly free. "Pax Americana is a philosophy. Hardly an empire. Making sure other people play nice and dont kill each other (and us) off in job lots is hardly empire building, particularly when you give them self determination under "play nice" rules.
Think of it as having your older brother knock the shit out of you for torturing the cat." Gunner