The PHR diodes really don't like going into AixiZ modules sometimes. I must have bent like 5 back parts, when i tightened the vice. It looked as if it is flush, but when i removed it, only the hole on the back part was bent in..
Other times it goes easily. But if you put it in at an angle first, it gets harder. Even hammering doesn't help then...
Also, the diode should actually be deeper in than just flush, to make 100% sure it is centered perfectly. I never even realized this, untill a few of them went in surprisingly easily.
A "specialised tool" like the one Rog suggested would be ideal for getting them in completelly.