Are you saying you're having a hard time getting the lens to fit?
If I recall, when I did mine I had to remove just a hair of the rubber gasket in order for the lenses to snap into place. The thickness of the LED board prevented them from seating without doing it.
I just ran an exacto knife around the lip of the gasket and peeled a whisker off...

 

... on the gasket to get it to snap in place. I considered the xacto approach, but my older eyes don't engender confidence, lol.

Smoked lenses don't hurt the brightness of those LEDs, and with the reflectors off the bike, there is no more "color", cool!

 

Same here you will be ok with the smoked

 

SoCalSoftailSlim has posted in a different thread that glass cleaner is needed as to get them installed. Will try the glass cleaner first then the exacto thing next.

Glad my parents gave me box of legos when I was 5...I can figure most anything out!

 

You may need to shave the rubber gasket inside the bullet housing per CD's instructions, in order to get everything to fit correctly.

 

No I'm saying the bulbs actually won't sit in the lens so I can't place the lens far enough into the housing. It seems the inside of lens is shaped differently. The other 3 lenses (1 amber, 2 red) fit fine.

 

Ah OK, I didn't realize the lens was different.
But still, even my stock lenses sat on top of the LED just as you're showing - only they had four tabs instead of the full circular surface... it was a little tricky at first to get all four lined up as I popped the lenses on.

The problem was, the diameter of the LED made it so that it sat ON TOP, rather than IN the existing rubber gasket, which is why I had to remove just a hair of the rubber gasket. Using an exacto-knife was easy too - I just poked it through the gasket, then spun it around - the grooves in the gasket made it even easier. Just don't remove so much that it won't hold the reflector in...

 

Did you compare the lenses to see if there was a difference? With glass, there are sometimes inconsistencies...

 

You know, now that I'm looking at that picture again, shouldn't the LED's actually be INSIDE the glass? When I said mine were tight, at least the four tabs were touching the "rim" of the LED board itself, and not the LED bulbs, as yours appears to be.
Perhaps those glass lenses were designed with only the stock incandescent bulb in mind...?

 

Or could be that the LED is a manufacture defect? If its 3 out of 4 that worked, then I would be willing to guess something wasnt manufactured the same as the others...