You can try heating the nut with a torch (while using pliers and gloves to hold it). I used about 8 seconds of direct heat with a pencil torch, then pressed the nuts into the slots while hot, just don't get the nut too hot or it will melt right through your part. If it is zinc plated, the right temp seems to be when you first notice a slight darkening/discoloration of the coating.
Another option is, as you suggested, to use a file or box knife to trim some of the excess plastic from the slot. Either way should work, for the smaller nuts the heating method is a bit easier, but you may have to trim some melted plastic with a drill bit afterward.
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