If you look on the page for the Ultrasabers blades, they do mention that they won't fit in the converted FX hilts without sanding. It's what I had to do with my Luke ROTJ.
Here's Ultra's advice on the matter:
Measure socket depth
Put strip of masking tape on blade above where blade should disappear into socket
Stuff a wad of paper towel inside bottom of blade to prevent dust from entering blade
Sand portion of blade between masking tape and bottom of blade tube with ~300 grit sandpaper by holding the blade against the paper and spinning the blade.
Test fit blade from time to time
Stop sanding when blade fits
Remove paper towel plug
Remove masking tape
Put blade in socket
Tighten blade retention bolt
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