I recently installed the male connectors on 10 AWG speaker wire, but it's a little tricky. The internal wall of the male tube has a small groove aboout half way down. When inserting 10 gauge wire, the strand ends will hang up on the groove as it's being inserted. When this happens, don't force it, or the wire strands will bend and it will not slide past. When feeling this resistance, twist slightly until the ends are free. I rounded the strand ends by trimming the corners, to help it slide past the groove. Also, make sure that the bare wire strands are as straight as possible to begin with.
This should not be an issue with smaller diameter wire.