Yeah - I bought 3 sets when my son got his 2S Pro skates and 2 of the 3 sets where really tough to get into the holder. So I contacted Step and they told me to return them for new sets went back to the store where i bought them and got the blades exchanged but the issue did not disappear.
So I used a very fine sand paper (the type used wet) and gave each side of the blades a few passes on each side at a time. Problem resolved !
Just as an FYI - before going thru the procedure above i bought a tool at a large hardware tool to measure the width of the section that goes into the holder and they where all within spec ?? I dont know what to say but my 2 cents is that the sanding helps out with the finish allowing it to better fit !
Hope this helps - i bought 3 more sets since Step is no longer making these blades.
Just relax and buff them a bit on each side - good luck!