I agree and I will say that there have been times that I thought I had the holes lined up when I inserted the pins, only to take a second look and see the bottom holes were NOT lined up, resulting in mis-aimed and loose headlights. So, @Knucklehead1 I suggest rechecking your work and be absolutely sure you have the bottom holes lined up when inserting the pins. I use a long awl now to be sure before putting the pins in.Back to the subject at hand....
Can you post some pics of what you're seeing with the parts? The pins that hold the headlights fit fairly tight into their respective holes (top and bottom), unless the headlights or turn signals aren't lined up correctly.