Couple things. Like somebody said, a dull bit or going too fast can result in issues. The innards of a ball are pretty hard, but heat and speed especially combined with a dull bit can result in a hole that's just a few hairs too small.
Another thing, and the most common problem I ran into in the beginning. When installing the lock piece in the ball, the "stem" that goes down into the 1/2 hole IS LOOSE, it is a separate piece from the upper piece that the bottom of the slug screws into. If that center stem doesn't get seated all the way down as far as it can go, it will rub against the bottom of the safety molly on the slug when you go to screw the slug in. How I avoid this is when I screw the ball-it onto the insertion tool, I leave the ram in the insertion tool. I screw the ball-it on, and push on the ram to make sure the stem is fully seated into the lock piece. Also, because the stem fits snugly into the 1/2 hole at the bottom of the drilled hole in the ball, even if it is fully seated, it can get pushed back up during insertion. While inserting, I've got a firm grasp on the handles with my fingers, and my palm pushing down on the ram. FURTHERMORE, while tapping on the end of the ram with the hammer once the piece has been inserted, hold down on the handles of the insertion tool while tapping on the end of the ram. The stem can actually absorb and rebound the force applied by the hammer on the ram and unseat and slightly start popping the insertion tool up if you aren't holding the insertion tool in place.
Sometimes, however, they can just need to get a little worn in. They should never be hard to screw in, but some go in super easy, and others are a little tight the first couple times and loosen up just fine after that. That's what she said anyway.