I assembled mine and yes, they are a pain... a [naughty words here] pain. I can't help but think the moulds would have been better divided lengthways so that the wings included the section that runs all the way to the back of the model and had a larger area of contact.
Anyway, you'll have to drill/file/scratch out the recess as the ones I had were heavily overcast and most likely fill some material off the wing too as getting the shape in the recess is difficult. Just keep cutting/filling away until you get the largest area of contact possible then with a little superglue they hold fairly well despite the huge lever force the weight has on a small area contact point.
If you have a decent small drill I'd recommend drilling and pinning into the main body of the ship (sideways inwards) but my drill was out of action at the time and they are still holding up okay.