Do they all fit the diameter of the fan holes only? Because the screws I'm using right now are smaller than the diameter of the hole since the holes in the case are smaller.
What brand of fan did the mounts come with? I have found that Noctua fan mounts tend to be too small to securely mount in many case fan holes, for example.
Standard case screws for my Corsair 900D, I use Cooler Master Jetflo's and the included screws are almost double the diameter of the holes for the 900D. 900D front case fans thread into the case instead of the fan, which means a ton of vibrations.
They are supposed to be larger. You pull them through the holes (they stretch) and they have indentations where they will seat into the holes. This ensures a tight fit.