Sorted it. I ground a bit of the thread off and it was exactly the same but there is a shoulder after the thread which was stopping it going in any farther. I ground a part of that away and it fitted perfectly.
Its a bit disappointing really because I thought the cigar pens seemed to be very good quality and I like the way it all fits together and generally feels and looks like a quality item. I'm not going to let it stop me though and I will endure for a while longer with the cigar which I think is a lovely pen to hold and the size, shape and weight give it a feel of class... we'll see.