Thanks for the reply.
I actually just figured it out myself.
As mentioned above, instead of "sliding" the TLR on (without the key installed), you must first install the correct key, loosen the adjustment nob and push it to the side to give as much "space" as possible. Then you line-up the key and "snap" the light into place.
One quick question regarding the hex nut, do you screw that in without the bolt?
Thanks
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