Have you checked the spacers to be sure that they're squared? It's possible that one face is slightly off. Roll them through calipers if you have a set. I've only mounted spacers once, and that was a set of H&Rs years ago and they fit snug on initial install, but not so much that I couldn't pull them off by hand.
His: MY08 E92 335xi Dinan Stage 2
Hers: MY07 R56 Cooper S
BMW CCA ✓