Banana Plugs too narrow

Tricky old audiophile? No, that's not it.

Don't worry. I'll keep looking!

I've been away from the 'Gon for about a year and a half.
You guys are still as witty and hilarious as you were when I left.
LOL!
It's good to be back.

Sophomoric humor.  I guess people who understand audio engineering find Caddyshack to be the epitome of humor.  It must be a generational thing. 

C'mon guys, everyone knows it's not the size of the banana, it's how you use it that counts. 
Generally speaking insert as deeply as possible and then tighten your nuts 

A good, well designed banana plug should fit snugly.  I'd return these if they are as you described.  Hopefully just a bad set.  Yes, you can widen some bananas with a split pin, but this tends to fatigue the metal.  You'd soon be back where you started.  I'd get my money back and go for a better set.