They must be tightly compressed, so they can expand after insertion. Pulling on the outer ear straightens the canal during insertion. Pre-molded plugs should not be hard or sticky. Hold the stem and gently push the plug into the ear canal. Pulling on the ear may help with these, too.
Ear muffs require a good seal around the ear.
Be sure hair, glasses, and jewelry don't prevent them from sealing. Pulling on the outer ear during insertion may help.