Its not an alignment issue..its a pin diameter issue.
I built probably 10 boards before I ran into the problem.
If you assume the holes in the board to be consistent, which logic tells you they would be, the variable is the pin diameter for the connector strips, my guess is, the tolerances exceed the board hole size. And being that I have found variations in those strips, that pretty much confirms it.
The quick fix is:
1. try a different set...and since they come apart, you can pin it down (no pun intended) to the exact offenders.
2. use a small drill to (slightly) increase the board hole size.
Long term, increasing the hole size on the board for future runs, is the best fix.