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I use Federal small pistol primers exclusively (DO NOT suggest switching primers...
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Ok, I won't...
What I will suggest is taking a look at your Dillion, and checking the adjustments & tolerances. It's not impossible for the "stop" screw limiting downward travel of the ram to move, which could result in high primers, or primers too deeply seated (crushed), and then there is the "fit" of your shell plate, and the case rims in it.
Take some of those "tight primer pocket" cases and load them on something else. Use a hand primer tool, or a single stage press with its "fixed" shell holder, and see if they act the same (too tight pockets).
If there is any difference in the way the primers seat when using a different tool, then the issue isn't the cases or the primers, its the fit of them in your Dillion.
the progressive press requires a certain amount of "slop" (clearance) for the parts to move. It is not impossible that with some cases, the tolerances needed are "stacked" in such a way you get poor results.