I have a couple sets.
For me, the foam plugs were coarse enough that they irritated my ear canal after about an hour of use. Some versions are more "foamy" than others, but they still would become uncomfortable after a while.
The "custom" plugs are much more comfortable. There is a technique needed to get them in and out and requires a little spit to lube them as you "screw" them in.
And I think they work better ...